Home » Education Center » I am looking at the formula used by “CBOE” in the calculation of Deltas. The formula includes a multiplication of “interest rate”. Is the rate, the Bank’s lending rate? What interest rate is used to calculate Deltas?
I am looking at the formula used by “CBOE” in the calculation of Deltas. The formula includes a multiplication of “interest rate”. Is the rate, the Bank’s lending rate? What interest rate is used to calculate Deltas?