what is the delta of a short position in 1,000 european call options on silver futures? the options mature in 8 months, and the futures contract underlying the option matures in 9 months. the current 9-month futures price is $8 per ounce, the exercise price of the options is $8, the risk-free interest rate is 12% per annum, and the volatility of silver futures prices is 18% per annum

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02-11-2022
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what is the delta of a short position in 1,000 european call options on silver futures? the options mature in 8 months, and the futures contract underlying the option matures in 9 months. the current 9-month futures price is $8 per ounce, the exercise price of the options is $8, the risk-free interest rate is 12% per annum, and the volatility of silver futures prices is 18% per annum

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