I hope you found this video helpful. In the meantime, check out some of these other videos, and if you have any questions let me know in the comments. Recommended Links and Videos: The Ultimate Guide To The PowerX Strategy: ruclips.net/video/6C_ac36iXMw/видео.html The Wheel Options Strategy - A Complete Guide: ruclips.net/video/JmXwyTYz1hE/видео.html My Trading Routine: go.rockwelltrading.com/my-trading-routine
Markus thanks a lot, the fact that you are German helps a lot because most Americans speaks too fast and it's hard to catch them. Your explanation of Delta was the clearest I saw while trying to learn what is Delta at all.
Hey Markus This is video is very helpful. You explained something 10 other video content makers never explained very well. Please consider a short follow up video explaining Delta with SPY and SPX. Thanks for a good job.
In your video of Delta In Options you use a Call/Put app which shows the Delta of each. I would like to know what that app is and is there a cost associated with acquiring same. Thank you for your considerations, and I really enjoy your videos.
delta is equal to N(d1) in the B-S, the probability of the stock expiring ATM or above is given by N(d2), how can this be? I always understood N(d1) as a conditional probability.
Does anyone know of any good textbooks that discuss everything to know about options? Keen to get into trading. Would like to Aquire the knowledge that you would go on to gain if completing a finance degree. Many thanks
The probability is determined by the market via the option price and underlying price, right? Seems like a silly question, but I just want to clarify for myself and others. I've been comparing historical IV vs realized on various stocks and trying to identify stocks that the market historically overvalues volatility. Is this part of your strategy?
Yes, I like to sell options because typically the implied volatility is higher than the actual volatility. And when selling options, we take advantage of that.
Hi Andreaa, great question. The reason: It's an estimate, not an exact science. For the exact calculation, you would have to use a formula like Black and Scholes or the Binomial model. But using DELTA is a pretty good estimate and makes it much easier.
I hope you found this video helpful. In the meantime, check out some of these other videos, and if you have any questions let me know in the comments.
Recommended Links and Videos:
The Ultimate Guide To The PowerX Strategy: ruclips.net/video/6C_ac36iXMw/видео.html
The Wheel Options Strategy - A Complete Guide: ruclips.net/video/JmXwyTYz1hE/видео.html
My Trading Routine: go.rockwelltrading.com/my-trading-routine
Markus thanks a lot, the fact that you are German helps a lot because most Americans speaks too fast and it's hard to catch them. Your explanation of Delta was the clearest I saw while trying to learn what is Delta at all.
I am glad that this helps! ;)
Markus, you are the best trading teacher on youtube hands down. Thanks
Thank you! ;) Let's chat in one of our social channels: Facebook- facebook.com/markusheitkoetter
Instagram- instagram.com/markusheitkoetter_/
I use delta as one of the main variables in trading the wheel strategy. It would be nice if the software could sort by delta.
Hey Markus This is video is very helpful. You explained something 10 other video content makers never explained very well. Please consider a short follow up video explaining Delta with SPY and SPX. Thanks for a good job.
Thank you for your feedback and for watching!
Thank you, Markus! Both delta and its application were explained in a very simple and yet helpful way.
I am glad that this helps! ;)
great style of explanation
Thank you! 😊
Great production as always...thank you.
😊 You are welcome! I am glad that this helps!
This was perfectly explained. Thank you Markus
U the best at breaking it down. 💯
Thank you! I am glad that you liked it. ;)
Thank you so much. That was very clearly explained.
Awesome! I am glad that this helps.
Very informative, and I like the styles of your videos. Keep up the good work!
Thank you! 😎
Thank you! Miss you at Coffee with Markus. Although Mark is awesome.👍
Thank you! I will be back on February 28! 😎
Hi Markus. good to hear you. 😀
Thank you! 👍
In your video of Delta In Options you use a Call/Put app which shows the Delta of each. I would like to know what that app is and is there a cost associated with acquiring same. Thank you for your considerations, and I really enjoy your videos.
Hi Gordon. I rely on the PowerX Optimizer. Would you like to learn more about it?
Please post link for PowerX Optimizer
delta is equal to N(d1) in the B-S, the probability of the stock expiring ATM or above is given by N(d2), how can this be? I always understood N(d1) as a conditional probability.
Love this explanation … thank you 🙏🏽
Hi @charlieboy2688, thanks for watching. And thanks for your feedback. Much appreciated. "See you" in the next video 👍
I notice that the delta in the PXO is usually around 0.05 less than the delta in my Think or Swim platform when I'm selling puts. Any reason for this?
I don't know how ThinkOrSwim is calculating the delta. We are getting the data directly from the exchanges and believe that ours is correct :-)
Hats off sir ❤
Thank you for watching! See you in the next live stream!
Does anyone know of any good textbooks that discuss everything to know about options?
Keen to get into trading.
Would like to Aquire the knowledge that you would go on to gain if completing a finance degree.
Many thanks
I have a playlist. Here it is ruclips.net/video/XMD5kJ62D5U/видео.html
Danke Markus☺
You are welcome! 😎
Thanks for your help marvelous Markus.
You are welcome, Brendan. ;)
I’m trying to figure out where to get the Delta do you have an app?
I use the PowerX Optimizer! Would you be interested to learn more? Just email support@rockwelltrading.com. Look for Cristy.
The probability is determined by the market via the option price and underlying price, right? Seems like a silly question, but I just want to clarify for myself and others. I've been comparing historical IV vs realized on various stocks and trying to identify stocks that the market historically overvalues volatility. Is this part of your strategy?
Yes, I like to sell options because typically the implied volatility is higher than the actual volatility. And when selling options, we take advantage of that.
I will appreciate if you can explain what is Delta?
He just explained in the video 🤦🏻 Do you mean: "What is the Delta formula?"
Hi Markus, if Delta equals probability ITM, why does Delta and probability OTM don't add up to 100?
Hi Andreaa, great question. The reason: It's an estimate, not an exact science. For the exact calculation, you would have to use a formula like Black and Scholes or the Binomial model. But using DELTA is a pretty good estimate and makes it much easier.
Yes i found it!good
Awesome!
👏👏👏
Thank you! 😊
Subbed 👍
Awesome! Thank you!
👍👍👍🙏🙏🙏
You were not taking the right column in your video for the delta for both calls and puts. This is a substantial mistake.
that 4% chance came through though..