Delta of a put option is equal to the delta of an equivalent call option minus one.

Name: Delta of a put option is equal to the delta of an equivalent call option minus one.
Brand: Quizplus
Rating: 4.9 (32 reviews)

Question

Quizplus · Accepted Answer

This is true according to the put-call parity theorem, which states that the value of a European call option and a European put option with the same underlying asset, strike price, and expiration date will be equal. Therefore, the delta of a put option can be calculated as the delta of an equivalent call option minus one.

Delta of a Put Option Is Equal to the Delta