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What Is the Delta of an At-The-Money Option?

The Delta of an ATM option is approximately 0.50.
Greeks.Live22.11.25

What Is the Delta of an At-The-Money Option?

The Delta of an At-The-Money (ATM) option is approximately 0.50 (or 50). This means that for a $1 change in the underlying asset's price, the option's price is expected to change by about $0.50.

This reflects the 50/50 probability of the option expiring ITM or OTM.

What Is the Delta of an ATM Option Approximately?
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