The delta in the Black-Scholes model is simply the slope of a line tangent to the call option price curve.

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The delta in the Black-Scholes model measures the rate of change of the call option price in relation to changes in the underlying asset price. It is represented as the slope of a line tangent to the call option price curve, and is an important parameter in options trading and risk management.

The Delta in the Black-Scholes Model Is Simply the Slope