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Homework answers / question archive / Curtin University - FINANCE INVE3000 The------------of an option is the ratio of the change in the delta of the option to the change in the spot price of the underlying asset
Curtin University - FINANCE INVE3000
The------------of an option is the ratio of the change in the delta of the option to the change in the spot price of the underlying asset.
Answer:
a ) Delta
Step-by-Step explanation
Delta of an option is the change in the value of an option for a dollar change in the price of the underlying asset. Therefore (a) is the correct option.