Although call option deltas are less than 1.0, their elasticities are greater than 1.0. The rate of

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Although call option deltas are less than 1.0, their elasticities are greater than 1.0. The rate of return on a call (as opposed to the dollar return) responds more than one-for-one with stock returns. p-69

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ISE Investments

ISBN: 9781266085963

13th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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Question Posted: Jul 31, 2024 05:01 AM

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Although call option deltas are less than 1.0, their elasticities are greater than 1.0. The rate of

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ISE Investments

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