The Delta of an Option Is Defined As

question 16

Multiple Choice

The Delta of an option is defined as:

• A) expected change in the option premium for a small change in time to expiration.
• B) expected change in the option premium for a small change in volatility.
• C) expected change in the option premium for a small change in the spot rate.
• D) expected change in the option premium for a small change in the domestic interest rate.

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Definitions:

Awareness

The state of being conscious or informed about something.

Environment

Every nongenetic influence, from prenatal nutrition to the people and things around us.

Cognitive Neuroscience

The scientific field that is concerned with the study of the biological processes and aspects that underlie cognition, with a specific focus on the neural connections in the brain which are involved in mental processes.

Brain-Activation Patterns

The specific sequences and locations of neural activity within the brain that occur in response to various stimuli or during different cognitive processes.