Delta Neutral

question 41

Multiple Choice

Delta neutral

• A) is the volatility level for the stock that the option price implies.
• B) is the continued updating of the hedge ratio as time passes.
• C) is the percentage change in the stock call-option price divided by the percentage change in the stock price.
• D) means the portfolio has no tendency to change value as the underlying portfolio value changes.

---

Definitions:

Submacro

A smaller macro within a larger macro, designed to perform a specific task as part of a broader automated sequence in software.

MessageBox Action

A programming command used to display a pop-up notification or message to the user within a software application.

Visible Property

A setting in software development that controls whether an element in the user interface is displayed or hidden.

Collapse

In computing, a function that allows users to hide or minimize sections of content, such as tree structures or menus, to reduce on-screen clutter and focus on specific information.