Put delta= 1- call delta correct?
yeah… just remember put delta is always negative…
Don’t you have a mistake, guys ? In my head is : Put delta = Call delta - 1 (from Black-Scholes-Merton model)
or even just put-call parity.
SerGrey Wrote: ------------------------------------------------------- > Don’t you have a mistake, guys ? > > In my head is : > > Put delta = Call delta - 1 > > (from Black-Scholes-Merton model) This is the correct way
you’re right. If put delta is always negative then there is no way it can be 1-call delta! Glad someone spotted that…
thats what we are here for, people helping people…what a wonderful world