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The delta of an option is one of the four primary “option greeks.” The other three are gamma, theta, and vega.
An option’s delta is a measure of the option’s directional exposure.
In this video, I explain what an option’s delta is and give numerous examples for puts and calls, as well as show how options at various delta levels are more or less sensitive to changes in the stock price.
Additionally, I discuss more advanced concepts, such as how the delta of an option is the approximate probability of the option expiring in-the-money, as well as the relationship between an option’s delta and strike price.
Be sure to leave a comment down below with any questions you may have!
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