Where can we find deltas on the web? (October 13, 2001)

  Finding such a useful piece of information for investing in options is surprisingly difficult on the web without a real time service. Deltas on options, i.e., how much the option price moves for each one dollar move in the stock, can help us determine what options we want to purchase or sell. We like deltas of 0.70 or better on calls (that would be -0.70 on puts) as that gives us 70 cents of option price movement for every $1 move in the stock.

To find deltas, go to www.phlx.com, the Philadelphia Option Exchange web site. All of the 'greeks' are listed there.


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