FinancialDerivative[{"European","Put"},{"StrikePrice"->3000.,"Expiration"->.02},{"InterestRate"->0.0175,"Volatility"->#,"CurrentPrice"->3000,"Dividend"->0.02},{"Delta"}]​​Plot[{strikeprice,expiration,FinancialDerivative[{"European","Put"},{"StrikePrice"->strikeprice,"Expiration"->expiration},{"InterestRate"->0.0175,"Volatility"->volatility,"CurrentPrice"->3000.,"Dividend"->0.02},{"Delta"}]},{volatility,.1,2.5}]
Out[]=
FinancialDerivative[{European,Put},{StrikePrice3000.,Expiration0.02},{InterestRate0.0175,Volatilityvolatility,CurrentPrice3000,Dividend0.02},{Delta}]
Out[]=
0.5
1.0
1.5
2.0
2.5
-1.0
-0.5
0.5
1.0
In[]:=
​