Comment on Say Hello to The Greeks!

Karthik Rangappa commented on 20 Aug 2014, 08:47 AM

Dear Anantha…it depends on what type of position you want to initiate. If you are thinking about buying the option, I’d think the 2450CE would make sense as a delta of 0.4 also suggests that there is a 40% chance for the option to expire ITM. You may also want to check out the new post – on application of Greeks

Application of Option Greeks

We have discussed strike selection process, this may be of help.

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