Comment on How to use the option calculator?

Sukesh commented on 29 Oct 2014, 11:56 AM

Hello Karthik,

One more question – I see that the delta of a put is always much lower than the call at the same strike price. Usually the delta of a put is half that of a call option.

Is there anything wrong in my calculation or is this how it is meant to be? Is there any reason for such disparity in delta of call and put options?


View the full comment thread »