Forum: Options
January 3rd, 2017, 07:29 PM
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Replies: 4
Views: 1,374
The delta will increase as the market moves...
The delta will increase as the market moves further in the option's favor. It won't stay 0.7. If at 2000 the delta is 0.7 and gamma is 0.1, at 2001 the delta will be 0.8.
And moments before...
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