
Iam using Zerodha B & S calculator to calculate greeks of options below for Nifty now…Why is that for the same Spot and strike price the Call option delta is more than the put option delta ? Ideally should’nt it be 0.5 both sides as probability for the ATM to go in the money is same both sides mathematically … Can someone pls help … Thanks
I used the following to calcualte it… Sorry Iam unable to attach anything
https://zerodha.com/tools/blackscholes/
Spot  11500
Strike  11500
Expiry  25/04/19
Volatility  15%
Interest  6.4%
Dividend  0 
Also can I rely on Zerodha B&S calculator tool to take delta neutral positions using options and futures ?
https://zerodha.com/tools/blackscholes/
@srinivas @iSTFF @NithinKamath @Abid_E_H
Short answer. They will not be the same if the interest rate is nonZero.