Answered step by step
Verified Expert Solution
Question
1 Approved Answer
FB is trading at $80 has a delta of 0.5 and April 80 call is selling for $4. If FB trades at $81 what do
FB is trading at $80 has a delta of 0.5 and April 80 call is selling for $4. If FB trades at $81 what do you expect the price of the call to trade for?
Is there any other factor that affects delta of an option other than stock price?
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started