Measuring Directional Exposure with DeltaDelta: the king of the Greeks Delta, probably the best known of the option Greeks, measures an option’s directional exposure. Just by looking at delta, you can quickly tell whether ... See more |
BeaBu.com Archives: February 2010
Delta of Calls vs. Puts and Probability of Expiring In the MoneyWhat delta means Delta, the best known of the option Greeks, is a measure of directional exposure of an option. It is the first derivative of option’s market price with ... See more |
The Most Important Parameter for Moving AveragesWhat a moving average period means The length of a moving average period, or simply moving average period, means how many bars are used for calculating the moving average. When ... See more |
Calculating Moving Average from Close and the Other MethodsThe common method: using closing prices Most people calculate moving averages (or let their software calculate it) from the closing price of each bar. This has a valid reason on ... See more |