What does an option's delta tell us? Suppose a call option with a delta of .60 sells

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What does an option's delta tell us? Suppose a call option with a delta of .60 sells for $5.00. If the stock price rises by $1, what will happen to the call's value?

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Fundamentals of Investments Valuation and Management

ISBN: 978-0077283292

5th edition

Authors: Bradford D. Jordan, Thomas W. Miller

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Question Posted: Sep 19, 2012 05:09 AM

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What does an option's delta tell us? Suppose a call option with a delta of .60 sells

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An options delta tells us the approximate dollar change in the options v...View the full answer

Fundamentals of Investments Valuation and Management

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