Delta Profile of USD/INR 5th Jan Expiry Options:
Delta indicates how much the OPTION PRICE can change if USDINR futures move by 1 paise.
For instance:
If USD/INR rises by 1 paise from the current level, the USD/INR 83.25 call option premium may increase by 0.53 paise, more than 2 ticks.
The idea of sharing the delta profile is to help the scalpers or intra day option traders decide which strike to choose vis-a-vis the change in underlying.
Delta indicates how much the OPTION PRICE can change if USDINR futures move by 1 paise.
For instance:
If USD/INR rises by 1 paise from the current level, the USD/INR 83.25 call option premium may increase by 0.53 paise, more than 2 ticks.
The idea of sharing the delta profile is to help the scalpers or intra day option traders decide which strike to choose vis-a-vis the change in underlying.
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Please take note:
Delta will vary as implied volatility changes, and as the value of USD/INR futures fluctuates, as well as when the time to expiry decreases.
Therefore, while keeping all these factors constant, this is the delta profile for USD/INR options when the 5th Jan futures price is at 83.27
Please take note:
Delta will vary as implied volatility changes, and as the value of USD/INR futures fluctuates, as well as when the time to expiry decreases.
Therefore, while keeping all these factors constant, this is the delta profile for USD/INR options when the 5th Jan futures price is at 83.27
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