S spindr0 Jun 23, 2018 #12 met1989 said: It drives me crazy that u can have a option in the money and it’s still worth less More... Are you referred to the option's bid being below parity, as in worth less (two words)?
met1989 said: It drives me crazy that u can have a option in the money and it’s still worth less More... Are you referred to the option's bid being below parity, as in worth less (two words)?
B BrooksRimes Jun 23, 2018 #13 An option ATM (at the money, i.e. the option strike price is equal or about equal to the price of the underlying) has a delta of about 50 (0.50). Only when its deep ITM (in the money) does the delta reach 100 (1.00).
An option ATM (at the money, i.e. the option strike price is equal or about equal to the price of the underlying) has a delta of about 50 (0.50). Only when its deep ITM (in the money) does the delta reach 100 (1.00).
