The current stock price is $217, the option's excercise price is $200 analyze a put option for boeing's stock. However the option has two months time maturity and the two month risk free rate is 0.5% and the market return is expected to be 5%. The expected stock price in two months is dollar 175 or dollar 200. In three months the possible values are 155 dollars or 265 dollars. What is the option delta? 

Answer rating: 100% (QA)

Calculatioon of Option Delta Basic Data Stock Price cu... View the full answer