From Theory To Practice

Monday - Friday | 1:00 - 1:20p CT

The Color of Delta

From Theory To Practice

Options involve risk and are not suitable for all investors. Please read Characteristics and Risks of Standardized Options before deciding to invest in options.

A couple weeks ago, we worked through Delta’s Speed. Today, we stay in that same genre, and we knock out a little analysis on Delta’s Color. While Speed is the third derivative of the Black-Scholes model, going price, price, price; Color is the third derivative of the Black-Scholes model, going price, price, time. And, we’ve given Frank the day off, so Pete, our research intern from New York who is also a math guy at heart, joins the set to help us understand what we’re up against.

From Theory To Practice More installments

See All »

Latest tastytrade Videos As of December 15

Most Shared From the last 30 days