Gypsy my dear, you say "it is wrong to say delta can predict the change in the value of an option due to a change in the underlying."
But if delta cannot predict the infinetesimal change in the value of an option due to an infinetesimal change in the underlying then wot is the use of delta?
Quite Elongated Debate
Gypsy my dear, you say "it is wrong to say delta can predict the...
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