In essence, delta is a measure of how long or short the holder of an option position is in terms...
In essence, delta is a measure of how long or short the holder of an option position is in terms...
A state of the delta of an option which makes the variation of an in-the-money option's hedge ratio extremely wide just prior to expiration. It is...
The risk that arises when the price of an asset underlying an option approaches its strike price as it gets closer to expiration date. This is...