Nikhil, my guess is that you are wondering why when the stock went over 5%, the call values still were negative for the day. Check this:
Section 9.3 - http://zerodha.com/varsity/chapter/the-option-greeks-delta-part-1/
Nikhil, my guess is that you are wondering why when the stock went over 5%, the call values still were negative for the day. Check this:
Section 9.3 - http://zerodha.com/varsity/chapter/the-option-greeks-delta-part-1/