Skip to main content
Learn

What Does a Delta of 0.25 on a Bitcoin Call Option Signify?

The option price moves $0.25 for every $1 Bitcoin move, suggesting it is OTM.
Greeks.Live04.11.25

What Does a Delta of 0.25 on a Bitcoin Call Option Signify?

A Delta of 0.25 signifies that the call option's price is expected to increase by $0.25 for every $1 increase in the price of Bitcoin. This low Delta value suggests the option is currently out-of-the-money (OTM) but not deeply OTM.

It indicates a 25% probability that the option will expire in-the-money, assuming a random walk for the underlying asset.

How Do Traders Use Bitcoin Dominance in Conjunction with Bitcoin’s Price to Gauge Market Sentiment for Altcoins?
Explain the Practical Implication of a Call Delta of +0.85 versus a Put Delta of -0.85
What Does a Delta of +0.75 on a Bitcoin Call Option Signify?
How Can Futures Contracts on Bitcoin Be Used to Speculate on the Direction of Bitcoin Dominance?

About

Contact

Editorial Policy

Terms of Service

Privacy Policy

Cookie Policy

© 2025 Greeks.Live

All Rights Reserved

Greeks.Live RFQ

Build by Noo on Engine

Source: The content on this website is produced by Greeks.live's proprietary analysis systems, which utilize advanced Large Language Models (LLMs). This information might not be subject to a full human review before publication and may contain errors.
Responsibility: You should not make any financial decisions based solely on the content presented here. We strongly urge you to conduct your own rigorous due diligence and to consult a qualified, independent financial advisor.
Purpose: All information is intended for informational purposes only. It should not be construed as financial, investment, trading, or any other form of professional advice. News and data are not trading signals.
Risk: The cryptocurrency, derivatives, and options markets are highly volatile and carry significant risk. By using this site, you acknowledge these risks and agree that Greeks.live and its affiliates are not responsible for any financial losses you may incur.