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How do we calculate Delta for an index option? A. The same way we do for an individual stock, except we cannot select a strike

How do we calculate Delta for an index option?

A.

The same way we do for an individual stock, except we cannot select a strike price

B.

We cannot calculates the delta of an index option

C.

The same way we do for an individual stock, using the index value as the stock price

D.

It will always be 1

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