Given a set of variables, the Black-Scholes option pricing formula has a put option delta of -.154.

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Given a set of variables, the Black-Scholes option pricing formula has a put option delta of -.154. What is the call delta given these same variables?

Posted Date: May 18, 2024 02:04 PM

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Given a set of variables, the Black-Scholes option pricing formula has a put option delta of -.154.

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