Comment on The Option Greeks (Delta) Part 1

Aniruddhsinh Rathod commented on 13 May 2019, 12:56 PM


In the explanation of why delta cant be less than zero, In the scenario 2 instead of -0.2 if you put -0.1.the resultant premium would come to +0.2. can you explain that bit further? does it has to do anything with the volatility or premium decay?


View the full comment thread »