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Search options not deleted user 19473

A contract that gives the owner the right, but not the obligation, to buy or sell a security at a fixed price in the future.

6 votes

What is the relationship between Time-To-Expiry and Delta?

You are looking for the Greek commonly referred to as Charm. This is a quick visualization with a good chart I found on Google: https://www.optiontradingtips.com/greeks/charm.html
milkmotel's user avatar
  • 386
2 votes

Black & Scholes doesn't give current option market price

Option prices are not determined by a model. Option prices are determined by an exchange matching two traders' bid and ask. The model is simply an attempt to explain why that specific bid and ask w …
milkmotel's user avatar
  • 386