option delta

when does the delta of an option go up to ?

 

0 to 1.00. 1 is the same as the stock.

 

Delta changes primarily due to price change in the underlying. It can also change due to the passage of time as well as change in implied volatility.

 

It drives me crazy that u can have a option in the money and it’s still worth less

 

Worth less than what, parity?

 

Have there been any rare occasions when the delta was greater than 1?

 

I

it never gets more then 1

 

I'm sure on some rare occasions an option actually gained more than the underlying dollar for dollar.

 

An option can certain gain/lose more than $1 for every $1 movement in the underlying, but those changes are attributed to changes in vega.

 

This one goes to 11