Comment on Greek Interactions

Karthik Rangappa commented on 02 Mar 2019, 08:39 PM

So, as we know, for the same strike, if the delta is more, the premium is more —- > when the volatility is higher (red line), the 160CE could be trading much higher (premium) when compared to the when the volatility is lower. Remember, delta is the rate of change of premium, but the premium itself is a function of other greeks including the delta.

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