What happens to the delta of an at-the-money call as the time-to-maturity declines? What about a put?

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Derivatives Principles And Practice

ISBN: 9780078034732

2nd Edition

Authors: Rangarajan Sundaram

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Question Posted: Jan 10, 2024 01:00 AM

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What happens to the delta of an at-the-money call as the time-to-maturity declines? What about a put?

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The delta of an option measures how much the price of an option is expected to change for a onepoint ...View the full answer

Derivatives Principles And Practice

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