The current stock price is $217, the option's excercise price is $200 analyze a put option for boeing's stock. However the option has two months time maturity and the two month risk free rate is 0.5% and the market return is expected to be 5%. The expected stock price in two months is dollar 175 or dollar 200. In three months the possible values are 155 dollars or 265 dollars. What is the option delta?