Which of the following statements most accurately describes the range of possible values of the delta of a cash-or-nothing call option?
A)The delta lies between 0 and $+ 1$
)
B)The delta lies between $- 1$
And
$+ 1$
)
C)The delta is $\geq 0$
)
D)The delta can take on any value,positive,negative or zero.

Question

Which of the following statements most accurately describes the range of possible values of the delta of a cash-or-nothing call option?
A)The delta lies between 0 and $+ 1$
)
B)The delta lies between $- 1$
And
 $+ 1$
)
C)The delta is $\geq 0$
)
D)The delta can take on any value,positive,negative or zero.

Quizplus · Accepted Answer

The delta of a cash-or-nothing call option is always non-negative, as it represents the rate of change of the option's price with respect to the underlying asset's price, and it is typically between 0 and 1.

Which of the Following Statements Most Accurately Describes the Range +1+ 1+1

Which of the Following Statements Most Accurately Describes the Range $+ 1$