Delta case describes the change in prices of options in financial security market of the underlying stock at the time of sale or towards its maturity period. Options used in security market are call options and put option. Delta explains the relationship between an option price and price of the underlying stock hence. In a call option, a rise in the price of an underlying asset results in a proportionate increase in the price of that same option. For a put option investors purchase their assets with an expectation of a fall in the future for the underlying instrument ...
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