S Soon2Bgreat Oct 2, 2015 #11 rmorse said: I'm not sure if this answers your question, but in general, the delta of an options is the percentage chance of it being in the money at expirations. eg .10 delta, 10%. More... ...and approximately 2x delta for a touch, so 10 delta otm would have a ~20% chance of touching the strike.
rmorse said: I'm not sure if this answers your question, but in general, the delta of an options is the percentage chance of it being in the money at expirations. eg .10 delta, 10%. More... ...and approximately 2x delta for a touch, so 10 delta otm would have a ~20% chance of touching the strike.
