Which of the "Greeks" Measures the Change in Option Value

question 54

Multiple Choice

Which of the "Greeks" 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:

Separation Rituals

Activities or ceremonies that mark the transition of an individual from one role, status, or phase of life to another.

Divestment Ritual

A divestment ritual involves the symbolic removal of value or identity from an object, often as part of disposing of personal possessions.

Transition-Place

a location or phase that marks the change from one state or condition to another.

Iconic Transfer Rituals

Practices involving the transfer of items endowed with special meaning from one person to another, often as a part of ceremonial exchanges.