You buy a call option with a premium of $1.10 per share. The stock rises $2.35 on

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You buy a call option with a premium of $1.10 per share. The stock rises $2.35 on good earnings, and your option rises to $1.45.

What is the option's delta, all else being equal?

Related Book For answer-question

Multinational Finance Evaluating Opportunities Costs and Risks of Operations

ISBN: 978-1118270127

5th edition

Authors: Kirt C. Butler

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Posted Date: Mar 31, 2023 01:40 AM

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You buy a call option with a premium of $1.10 per share. The stock rises $2.35 on

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Multinational Finance Evaluating Opportunities Costs and Risks of Operations

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