Trader's rule of thumb to calculate changes in delta

Discussion in 'Options' started by the learner, Oct 3, 2021.

  1. xandman

    xandman

    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
    #11     Oct 4, 2021
  2. 2rosy

    2rosy

    option's gamma tells you this
     
    #12     Oct 4, 2021