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Using Delta to Measure Directional Risk

Now, it's time to learn about how an option's delta value represents its price sensitivity relative to movements in the stock price.
  Call deltas are positive, ranging from 0.0 to +1.0
  Put deltas are negative, ranging from -1.0 to 0.0

Now, let's compare the sensitivity of these positions:
  The call option with a delta of +0.95 is expected to experience a price change of ±$0.95 with a $1 change in the stock price.
  The call option with a delta of +0.10 is expected to experience a price change of $0.10 with a $1 change in the stock price.