李同学2019-01-28 22:26:58
若以上的理解没错,那call option delta range from 0 to 1就需要改成long call option delta range from 0 to 1? short call option delta range from 0 to -1?? put option delta range from -1 to 0需要修改为long put option delta range from -1 to 0? short put option delta range from 1 to 0???
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Cindy2019-02-03 14:23:39
同学你好,你总结的是对的,但是通常我们在说delta的时候都是以多头为例的,具体展开的话就像你总结的那样,考试加油
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