-1
$\begingroup$

This question already has an answer here:

Underlying = 100 K = 90

1 year Put at K is trading 5. What's the approximate delta of the put?

$\endgroup$

marked as duplicate by LocalVolatility, Bob Jansen Apr 22 '17 at 15:36

This question has been asked before and already has an answer. If those answers do not fully address your question, please ask a new question.

2
$\begingroup$

assuming you don't have a black scholes pricer, or don't want to rely on a pricer... the following book contains many of the "rule of thumbs" that you are seeking:

https://www.amazon.de/Calculate-Options-Prices-Their-Greeks-ebook/dp/B00WBJN75I/ref=sr_1_2?ie=UTF8&qid=1492818200&sr=8-2&keywords=ursone

$\endgroup$
  • $\begingroup$ That would be a good addition to the linked question. $\endgroup$ – Bob Jansen Apr 22 '17 at 15:35

Not the answer you're looking for? Browse other questions tagged or ask your own question.