Which of the following is false? A delta of -0.30 means that the option price decreases by 30 cents for every $1 increase in the price of the underlying If a call has a theta of -0.0135, then the passage of one day will cause an increase in option value by $0.0135. If one has 100 long call with delta 0.42 and 200 long put with delta of -0.21, then the portfolio is delta neutral. If an option vega is 0.01, then an increase in volatility by 1% will result in an increase of the option value by one cent