The option delta is calculated as the ratio:
A. (the spread of possible share prices) / (the spread of possible option prices)
B. (the share price) / (the option price)
C. (the spread of possible option prices) / (the spread of possible share prices)
D. (the option price) / (the share price)
Answer:C
The option delta is calculated as the ratio:
A. (the spread of possible share prices) / (the spread of possible option prices) B. (the share price) / (the option price) C. (the spread of possible option prices) / (the spread of possible share prices) D. (the option price) / (the share price)