Option delta (FRM T4-13)

[my xls is here https://trtl.bz/2SBoNP6] Option delta is sensitivity of the option's value to a change in the underlying stock price. As illustrated, a call option delta of 0.61 implies that we expect the option's value to increase by $0.61 if the stock price increases by $1.00. Call option delta is bounded by (0, 1.0) and put option delta is bounded by (-1.0, 0).

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