Delta vs ITM%
Understanding the Nuances in Options Trading
The comparison between Delta and the probability of an option expiring In-The-Money (ITM%) is a crucial concept in options trading, particularly in markets like Forward Freight Agreements (FFAs) where liquidity can be limited. Let's delve into this comparison using the P4TC Q4 20k strike as an example, based on the implementation by Espen G. Haug.
Delta …
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