The Change in the Price of the Option as the Time

question 60

Multiple Choice

The change in the price of the option as the time to expiration changes is called

• A)rho.
• B)gamma.
• C)delta.
• D)theta.

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Definitions:

Gram

A unit of measure in the metric system equal to one thousandth of a kilogram used primarily for quantifying mass or weight.

Prefix

A morpheme added at the beginning of a word to alter its meaning or create a new word.

Abbreviation L

Stands for liter, a metric unit of volume equal to 1,000 milliliters or approximately 1.06 quarts.

Dx

An abbreviation for diagnosis, the process of identifying a disease or condition from its signs and symptoms.