long call的图形中at the money位置有问题吧?option等于股票价格,应该在与X轴交点处吧?随便找个点就敢说是at the money?
已回答
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???