What is the impact of delta of a call option on cryptocurrency prices?

1 answers

• May 02, 2022 · 3 years ago
  The impact of the delta of a call option on cryptocurrency prices is an important aspect to consider. Delta measures the sensitivity of the option price to changes in the underlying cryptocurrency price. A higher delta means that the option price will move more in line with the cryptocurrency price. This can result in significant price movements in the cryptocurrency market, as a higher delta indicates a higher probability of the option expiring in-the-money. Therefore, if the delta of a call option is high, any increase in the price of the cryptocurrency will result in a larger increase in the option price. However, it's important to note that the impact of the delta on cryptocurrency prices can be influenced by other factors, such as market volatility and investor sentiment.
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