### Comment:
Think of it like this. For example, if you bought an ITM option that is worth 5$ and an OTM option is worth 1$, then bought 5$ of each and there was a big positive movement. You'd make more on the OTM option because of percentile gain. The OTM would rapidly gain value as it inches closer to ITM and since it was worth so little, you'd get huge gains.

### REPLY:
and i guess that then increases delta?

### END.