How Do You Interpret a Delta of 0.30

question 10

Multiple Choice

How do you interpret a delta of 0.30?

• A) A delta of 0.30 means that a one-cent change in the price of the underlying asset of the option leads to a 0.30 cent change in the price of the option.
• B) A delta of 0.30 means that a ten-cent change in the price of the underlying asset of the option leads to a 0.30 cent change in the price of the option.
• C) A delta of 0.30 means that a one-dollar change in the price of the underlying asset of the option leads to a 0.30 cent change in the price of the option.
• D) A delta of 0.30 means that a one-dollar change in the price of the underlying asset of the option leads to a 30 per cent change in the price of the option.

---

Definitions:

Social Phobia

also known as social anxiety disorder, is the intense fear of being judged or negatively evaluated by others in social situations.

Agoraphobia

An anxiety disorder characterized by an intense fear of being in places or situations where escape might be difficult or help might not be available.

Specific Phobia

An intense, irrational fear of, or aversion to, a particular object, situation, or activity that poses little to no actual danger.

Social Phobia

A chronic mental health condition also known as social anxiety disorder, where social interactions cause irrational anxiety.