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What Does a Delta of 0.50 Signify for an Option?

Delta of 0.50 means ATM, $0.50 price change per $1 underlying change, and 50% ITM probability.
Greeks.Live22.11.25

What Does a Delta of 0.50 Signify for an Option?

A Delta of 0.50 signifies that the option is approximately At-The-Money (ATM) and that the option's price is expected to change by $0.50 for every $1 change in the underlying asset's price. It also suggests a 50% probability of the option expiring In-The-Money (ITM).

What Does a Delta of 0.50 on a Call Option Signify?
What Is the ‘Delta’ of an Option and How Does It Change as the Option Moves ITM?
How Does the Moneyness of an Option (ITM, ATM, OTM) Relate to the Strike Price?
What Is the Delta of an Option and How Is It Interpreted?

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