陈同学2021-09-16 17:04:08

老师，这部分内容一二级学过，但是我印象不深了。您能解释一下或者把一二级中解释这个知识点的截图发给我吗？Delta for long calls is always positive: (0,1). When the option is in the money delta approximates 1. At the money, delta=0.5. Delta for long puts is always negative: (-1, 0). When the option is in the money delta approximates -1. At the money, delta=-0.5. 我不太明白为啥underlying stock涨了，call option也会涨？underlying stock涨了, put option会降低？