What Is the Corresponding Delta Range for a Put Option?

The Delta for a put option ranges from 0 to -1. A deep out-of-the-money (OTM) put option has a Delta close to 0, indicating low price sensitivity.

A deep in-the-money (ITM) put option has a Delta close to -1, meaning its price moves almost dollar-for-dollar in the opposite direction of the underlying crypto's price.

How Does the Moneyness of an Option (ITM, ATM, OTM) Relate to the Strike Price?
How Does Delta Differ between an ITM and an OTM Call Option?
How Does the Moneyness (ITM, OTM, ATM) of an Option Affect Its Bid-Offer Spread?
How Does the Moneyness of an Option Relate to Its Delta?
How Can a DAO Use Inverse Perpetual Swaps to Manage Risk on non-USD Denominated Assets?
What Is the Difference between an Inverse Perpetual Contract and a Linear Perpetual Contract?
What Is the Relationship between Delta and the Moneyness of an Option?
What Is the Theoretical Maximum and Minimum Value for a Call Option’s Delta?

Glossar