Repeat the option price calculation in the previous question for stock prices of $80, $90, $110, $120, and $130, keeping everything else fixed What happens to the initial option as the stock price increases In previous questions Let S $100, K $95, 30 , r 8 , T 1, and 0 Let u 1 3, d 0 8, and n 2 Construct the binomial tree for a call option At each node provide the premium, , and B

Question: Repeat the option price calculation in the previous question for stock prices of $80, $90, $110, $120, and $130, keeping everything else fixed. What happens

Repeat the option price calculation in the previous question for stock prices of $80, $90, $110, $120, and $130, keeping everything else fixed. What happens to the initial option Δ as the stock price increases?
In previous questions
Let S = $100, K = $95, σ = 30%, r = 8%, T = 1, and δ = 0. Let u = 1.3, d = 0.8, and n = 2. Construct the binomial tree for a call option. At each node provide the premium, Δ , and B.

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