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The delta of an ATM option is typically around 0.5, meaning the option price will move roughly half a point for every point move in the underlying asset.
Delta measures the sensitivity of an option's price to changes in the price of the underlying asset.
For an ATM (At-The-Money) option, where the strike price is equal to the current price of the underlying asset, the delta is usually around 0.5.
A delta of 0.5 means that...
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