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August 6, 2013  Tue 2:14 AM CT

SPX: SEE CHART GET CHAIN FIND STRATEGIES
There are no major economic reports today, though the earnings calendar remains active.

Archer Daniels Midland, CVS Caremark, Emerson Electric, Cognizant Technology, Fossil, Tenet Healthcare, and OfficeMax report before the opening bell. CF Industries, Walt Disney, Computer Sciences, and First Solar issue results in the afternoon.

Tomorrow's economic calendar is slightly more active, with German industrial production, weekly mortgage-application numbers, and crude-oil inventories on tap. China also has economic releases in the evening.
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The Movement of Delta

In our last column, we spoke about delta. You might remember that we discussed what delta was and what factors affected or changed delta. As you recall, we stated that three factors will have an effect on delta. They were movements of time, volatility, and underlying price. Today, we want to take a further look into the change of delta, this time focusing on change due to the movement in the underlying price. 

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