Post Closed as "off-topic" by Quantuple, Richard, LocalVolatility, Luigi Ballabio, vanguard2k
2 added 125 characters in body

Why is the delta of a short call option negative? In Black-Scholes-Merton equation the delta of a call option is always a probability function therefore it does not imply such a consequence. How do I interpret this fact from a mathematical/quantitative point of view?

Edit: My bad. I thought a long/short call refers to a call with long/short maturity time. Please disregard this question.

Why is the delta of a short call option negative? In Black-Scholes-Merton equation the delta of a call option is always a probability function therefore it does not imply such a consequence. How do I interpret this fact from a mathematical/quantitative point of view?

Why is the delta of a short call option negative? In Black-Scholes-Merton equation the delta of a call option is always a probability function therefore it does not imply such a consequence. How do I interpret this fact from a mathematical/quantitative point of view?

Edit: My bad. I thought a long/short call refers to a call with long/short maturity time. Please disregard this question.

1

# why is the delta of a short call option negative?

Why is the delta of a short call option negative? In Black-Scholes-Merton equation the delta of a call option is always a probability function therefore it does not imply such a consequence. How do I interpret this fact from a mathematical/quantitative point of view?