Probability I: Delta as a Probability Metric

With options, Delta can have different interpretations, depending on the investor. In this rebroadcast from the OIC webinar program, instructor Mat Cashman discusses Delta and its varied frameworks – as well as what those frameworks can mean for views on options risk in general.

(9:37) - Introduction to the Greeks
(15:10) - Delta
(23:10) - Delta as a Probability Measure
(26:55) - Implied Volatility
(33:56) - Delta and Its Relation to Implied Volatility
(44:40) - Delta and Its Relation to Time