The price of non-dividend paying stock follows the Black-Scholes framework. The following table shows delta for two call options on the stock having the same expiry date: Strike Price Delta 0.65173 50 55 0.52790 Determine delta for a call option on the stock with the same expiry date and strike price 62. The price of non-dividend paying stock follows the Black-Scholes framework. The following table shows delta for two call options on the stock having the same expiry date: Strike Price Delta 0.65173 50 55 0.52790 Determine delta for a call option on the stock with the same expiry date and strike price 62