ple Choices
(Choose 1 answer)
(26340)The gamma of an option is
A. (i) the volatility level for the stock that the option price implies
B. (ii) the continued updating of the hedge ratio as time passes
C. (iii) the percentage change in the stock call option price divided by the percentage change in the stock price.
D. (iv) the sensitivity of the delta to the stock price
E. (i) and (iii)
Q:
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