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AhlongThursday, August 21, 2008. Sorry ,you will need to tab this photo in another window,soo small for u to see clearly,. Option greeks mean calulation formula of the underlying stock movement. DELTA-Call options, a delta of 0.7 means that for every $1 the underlying stock increases, the call option will increase by $0.70. As an in-the-money call option nears expiration, it will approach a delta of 1.00, and as an in-the-money put option nears expiration, it will approach a delta of -1.00. Vega changes when t...
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