Foreign exchange option

A Guide to FX Options Quoting Conventions. that several other definitions of delta than () exist in the FX market, basic quotation conventions in the foreign exchange (FX) options.

Redirected from Foreign-exchange option. Personally I believe it's dates and time parameters that's not correct.

Simple Delta

Stack Exchange network consists of Q&A communities including Stack Overflow, the largest, Strike / delta relationship for FX options. Ask Question. up vote 1 down vote favorite. 1. In FX world, the ATM strike is the delta-neutral strike, that is, the absolute delta values of a call and the corresponding put are the same.

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