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Is this the correct formula for beta weighted delta: http://www.nishatrades.com/blog/beta-weighted-delta

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I've seen this What is the formula for beta weighted delta and gamma? but they seem to be doing something completely different. Beta weighted delta doesn't involve Black Scholes.

For the above, they have a delta of 30, which means .30. Why is it necessary to multiply the delta by 100?

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  • $\begingroup$ Thanks. Doesn't multiplying the delta by 100 just translate each option contract to the equivalent stock shares, which is needed for beta weighting? $\endgroup$ – 4thSpace Feb 26 at 16:17

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