10. Option delta (S22-1–S22-2) Suppose you construct a risk-free investment by buying a share of stock and selling a call option. As the share price changes, the option delta changes, and you will need to adjust your position. You can minimize the cost of adjustments if changes in the stock price have only a small effect on the option delta. Construct an example to show whether the option delta is likely to vary more if you sell in-the-money options, at-the-money options, or out-of-the-money options.