Banks which write options are allowed to include delta-weighted option positions within the standardised methodology set out in Chapters CA-4 through CA-7. Each option should be reported as a position equal to the market value of the underlying multiplied by the delta. The delta should be calculated by an adequate model with appropriate documentation of the process and controls, to enable the Central Bank to review such models, if considered necessary. A worked example of the delta-plus method is set out in Appendix CA-6.