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How Does the Delta of a Put Option Change as the Price Falls?

The Delta of a put option is negative and its absolute value moves closer to -1 as the price of the underlying asset falls. This means the put option becomes more sensitive to price changes, behaving more like a short position in the underlying asset as it moves deeper in-the-money.

How Does the Negative Delta of a Put Option Translate into a Bearish Market View?
Does a High Gamma Position Benefit from Large Price Moves or Small Price Moves?
How Does the Delta of a Call Option Differ from a Put Option?
Why Is a Delta-Neutral Portfolio Not Perfectly Hedged against Large Price Moves?