Timeline for Why " Even if the underlying asset price remains unchanged, the option delta for an in-the-money option increases as expiration nears"
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
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| Jan 22, 2017 at 17:48 | comment | added | Gordon | Thanks @Ethan. My answer is similar to that of LocalVolatility and also employed insights from Kiwiakos (i.e, $S_t$ does not enough time to be smaller than $K$. | |
| Jan 22, 2017 at 17:34 | comment | added | Ethan | Hi Gordon thanks for the answer. I can only mark one correct answer but your answer is correct to me too. | |
| Jan 21, 2017 at 20:44 | history | answered | Gordon | CC BY-SA 3.0 |