Hey thanks a ton for such a prompt and wonderful answer...
Few doubts still remain...
D answer of first question where you have stated about 25D out of the money option...can you state the same with some example and in detail?
You said its d volatility itself rather and not the adjustment for...
Hello folks,
Joined this website today itself..I am bit new to trading. I have some basic questions regarding Option volatility...
While going through some literature about the valuation of option i came accross few jargons like 25 Delta Risk Reversal , 25 Delta Strangle and ATM volatility...