Should be about a 55 delta assuming implied vol of 30% (more if implied vol higher, less if implied vol lower) -- ATM delta around 0.5 + 0.2 * sigma * sqrt(t)
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Should be about a 55 delta assuming implied vol of 30% (more if implied vol higher, less if implied vol lower) -- ATM delta around 0.5 + 0.2 * sigma * sqrt(t)
