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| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 11 months |
| seen | Aug 21 '12 at 15:18 | |
| stats | profile views | 12 |
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Jun 21 |
comment |
Why do some people claim the delta of an ATM call option is 0.5? thanks got it, so basically at maturity only the delta of ATM call option is equal to 0.5 and not during the life of option. |
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Jun 21 |
comment |
Why do some people claim the delta of an ATM call option is 0.5? Can someone explain me why [(r+sigma^2/2)*t]/[sigma *sqrt(t)]is equal to zero? I see r and sigma as positive nos , so am I correct in thinking that mathematically a delta of call option is not exactly equal to 0.5? |
