Call options are called nonlinear because a.Option delta decreases in absolute value when underlying price increases b.Option
Fantastic news! We've Found the answer you've been seeking!
Question:
Call options are called "nonlinear" because
a.Option delta decreases in absolute value when underlying price increases
b.Option delta decreases with the underlying price
c.Option delta increases with the underlying price
d.Option delta does not depend on the underlying price
Expert Answer:
Posted Date:
