I never studied Delta Hedging. I don’t care how securities are priced, it’s not part of my trading method which I talk about below.
I did study the Black Scholes option pricing model. Funny thing, the market does not use it to price options. The price is set by the market, by the order book. To adjust the BS price to the market price they invented “Implied volatility.” Implied? Not real?
The Black Scholes uses standard deviation, the bell curve, to guess the future. I’m not convinced that stock trading follows a normal distribution but more likely a power law distribution. Mike Klein’s charts show the real distribution vs. normal distribution.
Some are close but not all. Check it out yourself.
How accurate can the BS pricing be? Do the Black Scholes initials tell us anything? 
Do you need BS to do Delta Hedging? NO! Delta is set by the market, by the order book!
Delta Hedging is a mechanical way to trade. I created my own way to trade. The object of the Call Option Selector is to fish the best option from the vast ocean of Option Chains to improve the portfolios performance.
The Captain
o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o
Asked Google:
what is the practical use of the black sholes option pricing model?
The main principle behind the model is to hedge the option by buying and selling the underlying asset in a specific way to eliminate risk. This type of hedging is called “continuously revised delta hedging” and is the basis of more complicated hedging strategies such as those used by investment banks and hedge funds.
Black–Scholes model - Wikipedia.
BUT Delta is set by the market, not by the option pricing model!