re: Options question - bad ans - Prof pls confirm Delta is not...

  1. Glen99
    1,257 Posts.
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    30/08/02
    19:49
    Post #: 54220
    re: Options question - bad ans - Prof pls confirm Delta is not the probability of anything. Just use your brain. Delta of a put is negative. No probability of anything is ever negative. Therefore a delta cannot be a probability. QED
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    lightbulb Created with Sketch.  Great analysis
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