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Theta of a call option

Meaning & Importance of Implied Volatility IV in Options Derivatives Market

Theta of a call option. Delta is the amount an option price is expected to move based on a $1 change in the underlying stock. Calls have positive delta, between 0 and 1. That means if the stock price goes up and no other pricing variables change, the price for the call will go up. Here's an example. If a call has a delta of and the stock goes up.

Theta of a call option

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