18.10 Calculation of delta Delta is calculated from the nodes at time st 2.16-6.96 △ 0.41 56.12-44.55 Options, Futures, and Other Derivatives, 5th edition C 2002 by John C Hull18.10 Options, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull Calculation of Delta Delta is calculated from the nodes at time dt 0.41 56.12 44.55 2.16 6.96 = − − −  =