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10. Gamma: An option is trading at $5.26, has a delta of 52, and a gamma of .11. what would the delta of the option

10. Gamma: An option is trading at $5.26, has a delta of 52, and a gamma of .11. what would the delta of the option be if the underlying increases by $.75? What would the delta of the option be if the underlying decreases by $1.05? Explain

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