binary options
call timeline delta

Timeline Call Delta

Timeline Call Delta The Timeline Call Delta provides the equivalent underlying asset position thus enabling accurate hedging of the option using the underlying asset. The timeline call delta is the aggregate of the deltas of the composite one touch calls that make up the timeline call. In the following examples we assume the call timeline […]

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one touch call delta

One Touch Call Delta

One Touch Call Delta The one touch call delta is always positive or zero and roughly double binary option call delta with same asset price, strike, time to expiry (interest rate and yield). The one-touch call delta is also discontinuous (unlike the one-touch call theta and one-touch call vega) at the strike which creates problems for the trader […]

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