Australian (ASX) Stock Market Forum

Recent content by fred1000

  1. F

    Share option pricing in lead up to dividend

    the option price in theory changes by its delta for small changes in the share price.at the money the delta is 0.5 so if share changes from $1.00 to $1.2 say the $1.00 strike call option will increase by 10c. if the option is further out of the money it goes up less as delta is less e.g. a...
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