How far off from .5 can a delta be to still be considered “at the money”? thanks
.
Not too far - to be 0.5 exactly. Any deviation ether direction means in/out of money.
How far off from .5 can a delta be to still be considered “at the money”? thanks
.
Not too far - to be 0.5 exactly. Any deviation ether direction means in/out of money.