Stock Option Data Points
April 7, 2024 Issue # 21
Three important data points to consider when buying a stock option are delta, gamma and theta. Today, delta will be discussed.
Stock option delta is a measure of how much the price of an option is expected to move relative to a $1 change in the price of the underlying stock. It is a key concept in options trading. Delta values range from 0 to 1 for call…