xandman Oct 4, 2021 #11 Btw, You can also apply that lookup method across time by looking up the .60 delta expiring close to today. That would be your approximation of your current .50 delta, still 2 weeks out. Vol being equal. Last edited: Oct 4, 2021
Btw, You can also apply that lookup method across time by looking up the .60 delta expiring close to today. That would be your approximation of your current .50 delta, still 2 weeks out. Vol being equal.
