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22. Which proximatingthe ciang ina option's value given a small change in the value of the underlying stock? one of the following is the coret

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22. Which proximatingthe ciang ina option's value given a small change in the value of the underlying stock? one of the following is the coret fomula for a. Change in option value Change in stock value/Delta b. Change in option value Change in stock value /(1- Deta) c. Change in option valueChange in stock value /(I +Deta) d. Change in option value Change in stock value (1 Delta) e. Change in option value Change in stock value x Delta

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