What is the delta of an option if the underlying closed up +$3.75 from yesterday's close but the option quote increased
Posted: Wed May 18, 2022 11:20 pm
What is the delta of an option if the underlying closed up
+$3.75 from yesterday's close but the option quote increased $3.00
and if the option has a theta of .10?
+$3.75 from yesterday's close but the option quote increased $3.00
and if the option has a theta of .10?