The dollar impact of a change in the underlying stock price on the value of a stock option is measured by __________.
A) Gamma
B) Delta
C) Theta
D) Beta
E) Vega

Name: The dollar impact of a change in the underlying stock price on the value of a stock option is measured by __________. A) Gamma B) Delta C) Theta D) Beta E) Vega
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Question

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Delta measures the dollar impact of a change in the underlying stock price on the value of a stock option.

The Dollar Impact of a Change in the Underlying Stock