An IBM option has a delta of -.75. Its probability of being ITM at expiration is . . .
High because the higher the delta, the higher the probability.
Low because negative delta means the option will probably expire OTM.
Not knowable, because delta does not correlate with probability.
Other:
Vote
View Results
See this poll on:
https://poll.fm/8434974/embed
Leave a Comment
Your Name
Please enter your name.
Email Address
Please enter your email address.
Your Website (optional)
Your Comment
Please enter a comment.
0
/4000 chars
Submit Comment
Leave a Comment