Sign in Get started free

Complete · 30 Days108 / 143

EasyOptions & Greeks

Delta of a Forward

OptiverIMC Trading

What is the delta of a forward contract on a non-dividend-paying stock (with respect to the spot)?

Approach

Forward value = $S - Ke^{-rT}$ ; differentiate in S.

Related problems

Delta of an ATM CallEasy Gamma Near ExpiryMedium Most Negative Put DeltaEasy Sign of ThetaMedium Sign & Peak of VegaEasy Delta HedgingEasy

More in Options & Greeks.