T traderlux Dec 3, 2012 #1 in addition to the way of showing delta as a $/$ move, i have also seen delta expressed as % option moves given a 1 % U/L move, it shows a leverage factor. has anyone used delta in this way in their trading? tnx
in addition to the way of showing delta as a $/$ move, i have also seen delta expressed as % option moves given a 1 % U/L move, it shows a leverage factor. has anyone used delta in this way in their trading? tnx
N nazzdack Dec 3, 2012 #2 Quote from traderlux: ----delta expressed as % option moves given a 1 % U/L move, it shows a leverage factor. More... ?..... I need to brush-up on my Greek.....I believe that's called "lambda".
Quote from traderlux: ----delta expressed as % option moves given a 1 % U/L move, it shows a leverage factor. More... ?..... I need to brush-up on my Greek.....I believe that's called "lambda".
