Does call option delta equal put option delta plus 1?
Put option delta = Call option delta - 1
Now you solve for Call option delta in terms of put option delta!
Yes.
call delta is approximately N(d1)
put delta is approximately N(d1)-1
Does call option delta equal put option delta plus 1?
Put option delta = Call option delta - 1
Now you solve for Call option delta in terms of put option delta!
Yes.
call delta is approximately N(d1)
put delta is approximately N(d1)-1