|
- UID
- 223432
- 帖子
- 312
- 主题
- 12
- 注册时间
- 2011-7-11
- 最后登录
- 2016-4-19
|
14#
发表于 2011-7-13 16:31
| 只看该作者
sgkhade07 Wrote:
-------------------------------------------------------
> as far as i have read....call deltas are positive
> that is frm 0 to 1 as d stock price increases and
> put deltas are negative that is frm -1 to 0 as the
> stock price increases cause call deltas are
> positively related to stock price..and put deltas
> are negatively related to stock price..
>
> as far as gamma goes...long calls n long puts have
> positive gammas and short calls n puts will have
> negative gammas...
Yes. Delta will be >0 for calls and <0 for puts. If you sold a call, you are short, Delta doesn't reverse itself. Delta will still be positive. As Delta approaches 1 the option is getting further and further into the money and becoming more valuable to the call holder but, the investor who wrote the call option is at a loss. |
|
