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Determine price of cash-or-nothing digital options using Black-Scholes model. calculate the price of the call and put cash-or-nothing options on the futures contract.

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Binary call option delta measures the change in the price of a binary call option owing to a change in the underlying price and is the gradient of the slope of the

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Option Greeks Excel Formulas. Delta is different for call and put options. The formulas for delta are relatively simple and so is the calculation in Excel.