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:

Efficient Team

A group characterized by their ability to work together productively with minimal waste of time and effort.

Efficient Organization

An organization or team that effectively utilizes resources to achieve goals with minimal waste and maximum productivity.

Efficient Team Member

An individual in a team who accomplishes tasks with minimum wasted effort or expense.

Critical Path

The sequence of stages determining the minimum time possible to complete a project, considering all tasks and their duration.