ACI
3I0-012 · Question #60
Which Greek letter is used to describe the ratio of change in the option price compared with change in the price of the underlying instrument, when all other conditions are fixed?
The correct answer is C. delta. See the full explanation below for the reasoning.
Question
Which Greek letter is used to describe the ratio of change in the option price compared with change in the price of the underlying instrument, when all other conditions are fixed?
Options
- Abeta
- Bgamma
- Cdelta
- Dtheta
How the community answered
(20 responses)- A5% (1)
- B10% (2)
- C75% (15)
- D10% (2)
Community Discussion
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