# Talk:Option Delta

### From Riski

The notation is the notation used by Haug in *The Complete Guide to Option Pricing Formulas*. While the option deltas are explicitly stated in the book, matching the formulas currently found on the option delta page, the formulas are easily derived from the actual Black-Scholes closed form solution. Once I find proper citation for the Black-Scholes paper, I will post that as a reference.