The percentage change in the stock call option price divided by the percentage change in the stock price is called
A) the elasticity of the option.
B) the delta of the option.
C) the theta of the option.
D) the gamma of the option.
E) none of these.
Correct Answer:
Verified
Q1: Other things equal,the price of a stock
Q2: A stock option has an intrinsic value
Q3: Delta neutral
A) is the volatility level for
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Q9: Other things equal,the price of a stock
Q11: The gamma of an option is
A) the
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