Which of the "Greeks" Values Measures the Change in Option

question 44

Multiple Choice

Which of the "Greeks" values measures the change in option value with a change in volatility of the underlying asset?

• A)Delta
• B)Theta
• C)Gamma
• D)Vega

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Definitions:

Hospital Of Saint Mary Of Bethlehem

Originally a psychiatric hospital in London, known historically for its association with the treatment of mental illnesses.

Deplorable Conditions

Conditions that are very bad, miserable, or appalling in nature, often in reference to living situations or environments.

Bedlam

A scene of uproar and confusion; historically referring to the Bethlem Royal Hospital, a London psychiatric institution known for its chaotic conditions.

Operant Conditioning

A type of learning where behavior is controlled through consequences, including reinforcement which encourages behavior and punishment which discourages it.