What factors determine the delta value in a call option for cryptocurrencies?

1 answers

• Nov 26, 2021 · 3 years ago
  When it comes to the delta value in a call option for cryptocurrencies, BYDFi believes that it is primarily influenced by the price of the underlying cryptocurrency and the time to expiration of the option. The delta value measures the sensitivity of the option's price to changes in the price of the cryptocurrency. If the cryptocurrency's price is expected to increase, the delta value of the call option will be higher. Similarly, if the option has a longer time to expiration, the delta value will be higher. These factors affect the pricing and risk of the option, as a higher delta value implies a higher probability of the option being in-the-money and therefore a higher premium. It's important to consider these factors when trading call options on cryptocurrencies.
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