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    5. The ratio of change in the price of call option to the change in the price of the underlying stock i

    Question

    The ratio of change in the price of call option to the

    change in the price of the underlying stock is called:
    A Gamma Correct Answer Incorrect Answer
    B Vega Correct Answer Incorrect Answer
    C Theta Correct Answer Incorrect Answer
    D Delta Correct Answer Incorrect Answer
    E Rho Correct Answer Incorrect Answer

    Solution

    Stock options are affected by Greeks like delta, theta, gamma. The delta of an option is the ratio of change in the price of call option to the change in the price of the underlying stock

    Practice Next
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    Relevant for Exams:

    • IIFCL Grade A

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