deltacal.m

计算option的delta值

function deltatable = deltacal(iniS,K,r,t,iv,yield,chg)

% calculate delta change for stock
% try-and-error to find the Px for each change of delta 
% output: deltatable : 3*1 matrix 
%         1.target delta  2.real delta 3.stk price
% set-up date: 2006/11/21 by Emily

%----input------------------------------
clc
clear

 iniS  = 157.86;        % 戳