Greeks for Short Straddle Option: Delta, Gamma, Rho, Vega Theta: Options, Futures, Derivatives & Commodity Trading
Raghunath on Twitter: "As a result, the long-dated ITM and OTM options will have deltas drifting closer to 50 reflecting the uncertainty while closer to expiry ITM and OTM options will have
![derivatives - How should I interpret this Put Option delta graph? - Quantitative Finance Stack Exchange derivatives - How should I interpret this Put Option delta graph? - Quantitative Finance Stack Exchange](https://i.stack.imgur.com/AqjvG.png)