The Delta of an Option Is ________

question 31

Multiple Choice

The delta of an option is ________.

• A) the change in the dollar value of an option for a dollar change in the price of the underlying asset
• B) the change in the dollar value of the underlying asset for a dollar change in the call price
• C) the percentage change in the value of an option for a 1% change in the value of the underlying asset
• D) the percentage change in the value of the underlying asset for a 1% change in the value of the call

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Definitions:

Orthostatic Hypotension

A form of low blood pressure that happens when standing up from sitting or lying down.

Hypotension

Abnormally low blood pressure, which might cause symptoms of dizziness or fainting.

Blood Pressure

The force exerted by circulating blood on the walls of blood vessels, a critical parameter in assessing cardiovascular health.

Pulse Pressure

The difference between the systolic and diastolic blood pressure readings, which can provide insights into the health of the cardiovascular system.