What is the difference between an option's delta and its eta? Suppose a call option has an

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What is the difference between an option's delta and its eta? Suppose a call option has an eta of 12. If the underlying stock rises from $$100$ to $$102,$ what will be impact on the option's price?

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Fundamentals Of Investments

ISBN: 9780072829198

3rd Edition

Authors: Charles J. Corrado

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Question Posted: May 30, 2024 10:06 AM

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What is the difference between an option's delta and its eta? Suppose a call option has an

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Fundamentals Of Investments

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