IncheonBlues
Tue Oct 15 2024
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7 answers
2138
Is THETA highest at-the-money?
I'm wondering if THETA has the highest value when it's at-the-money. I want to understand if this specific condition makes THETA peak compared to other scenarios.
LucyStone
Sat Sep 28 2024
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7 answers
1507
Why is delta 0.5 at-the-money?
Could you please explain why the delta value of an at-the-money option is 0.5? I understand that delta measures the sensitivity of an option's price to changes in the underlying asset's price, but I'm curious about the specific reasoning behind this particular value for at-the-money options. Does it have to do with the strike price being equal to the current market price of the underlying asset? Could you elaborate on this concept further?
