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What is the possible range of values for the Delta of a Call option? And, what is the possible range of values for the Delta
What is the possible range of values for the Delta of a Call option? And, what is the possible range of values for the Delta of a Put option?
A. Call: 0 <= (Call's Delta) <= positive infinity Put: Negative infinity <= (Put's Delta) <= 0
B. Call: unbounded Put: unbounded
C. Call: 0 <= (Call's Delta) <= 1 Put: -1 <= (Put's Delta) <= 0
D. Call: 0 <= (Call's Delta) <= 1 Put: 0 <= (Put's Delta) <= 1
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