> Below a case study on AT&T
> May31Call
>
> Date. Stock. Option. Delta
> ------- ------- --------- -------
> 25April. $30.58. $0.33. 40%
> 27April. $31.25. $0.58. 60%
>
> %move 2% 75%. 50%
>
> Mother share moves 2%
> Option moves 75%
> Delta. Moves 50% (increases after passing the strike)
>
No comments:
Post a Comment