The Percentage Change in the Stock Call-Option Price Divided by the Percentage

question 86

Multiple Choice

The percentage change in the stock call-option price divided by the percentage change in the stock price is called

• A) the elasticity of the option.
• B) the delta of the option.
• C) the theta of the option.
• D) the gamma of the option.

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Definitions:

Current

Pertaining to the present time or most recent; also refers to a flow of electricity through a conductor.

Past

Refers to all events or periods that have occurred before the present time, often studied in the context of history to understand patterns of change and development.

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Capable of happening or existing under the right circumstances.

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That which cannot occur, exist, or be done; a situation or condition not feasible within the current laws of physics or reality.