What is an option delta? How does it change when the option is in-the-money, at-the-money, or out-of-the-money?

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What is an option delta? How does it change when the option is in-the-money, at-the-money, or out-of-the-money?

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Multinational Business Finance

ISBN: 978-0134796550

15th edition

Authors: David K. Eiteman, Arthur I. Stonehill, Michael H. Moffett

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