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What happens to a call option's gamma and delta as the underlying stock rises and the options goes ITM? a. Gamma falls, delta rises. b.

What happens to a call option's gamma and delta as the underlying stock rises and the options goes ITM?

a. Gamma falls, delta rises.

b. Gamma falls , delta falls.

c. Gamma rises, delta rises.

d. Gamma rises, delta falls.

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