## Binary Option Greeks for binary options risk analysis.

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If the price of an underlying asset goes up, the price of a call option will go up as well (assuming negligible changes in other variables). For example, if the price of a stock is $10 and the option’s Delta value is then for every dollar increase in the price of the underlying asset, the call price will go up by $. Conversely, for every dollar decrease in the price of the asset, the call price will go down by $.

How do I actually go about computing Delta for a particular situation like the one above? I've been unable to find a formula for it on Google which is a bit weird? My naive guess is that the answer should be but I'm not sure why?

Lines of credit give the potential borrower the right — but not the obligation — to borrow within a specified time period.

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Note: If * FILE* is a directory name then only supported file types in the directory are processed (in write mode only writable types are processed). However, files may be specified by name, or the -ext option may be used to force processing of files with any extension. Hidden files in the directory are also processed. Adding the -r option causes subdirectories to be processed recursively, but those with names beginning with "." are skipped unless -r. is used.

For a digital option with payoff $1_{S_T > K}$, note that, for $\varepsilon > 0$ sufficiently small, \begin{align} 1_{S_T > K} &\approx \frac{(S_T-(K-\varepsilon))^+ - (S_T-K)^+}{-\varepsilon}.\tag{1} \end{align} That is, The value of the digital option \begin{align*} D(S_0, T, K, \sigma) &= -\frac{d C(S_0, T, K, \sigma)}{d K}, \end{align*} where $C(S_0, T, K, \sigma)$ is the call option price with payoff $(S_T-K)^+$. Here, we use $d$ rather than $\partial$ to emphasize the full derivative.

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Hi … I am new to Options Trading : Downloaded Excel sheet .. based on this shall we buy (Put/Call) !!! if yes kindly explain how to proceed , thank you , God Bless You and Your Family ….

\(d_1=\frac{\ln(S/K)+\left(r+\frac{1}{2}\sigma^2\right)(T-t)}{\sigma \sqrt{T-t}}\), \(d_2=d_1-\sigma \sqrt{T-t}\) and \(N(x)=\frac{1}{\sqrt{2 \pi}}\int_{-\infty}^x e^{-\frac{1}{2}s^2}ds\).

Suppose the stock of XYZ company is trading at $40. A put option contract with a strike price of $40 expiring in a month's time is being priced at $2. You strongly believe that XYZ stock will drop sharply in the coming weeks after their earnings report. So you paid $200 to purchase a single $40 XYZ put option covering 100 shares.