Call Price = Risk Neutral (p) * (High price - Exercise price)/(1 + risk free rate)
Call Price = Risk Neutral (p) * (Exercise price - Low price)/(1 + risk free rate)
Price Increase % = (High price -Stock price)/Stock Price
Price Decrease % = (Low price - Stock price)/Stock Price
p = (Risk Free Rate - Price Decrease %)/(Price Increase % - Price Decrease %)
Call Option Δ = (High price - Strike price)/(High price - Low price)
Put Option Δ = (Strike price - Low price)/(High price - Low price)
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