The sensitivity of option value to change in the underlying asset value is called the ______.

Name: The sensitivity of option value to change in the underlying asset value is called the ______.
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Option delta measures the sensitivity of an option's price to a change in the price of the underlying asset. It indicates how much the price of an option is expected to move based on a $1 change in the underlying asset price.

The Sensitivity of Option Value to Change in the Underlying