Suppose Ralph's stock price is currently $50. In the next six months it will either fall to $30 or rise to $80. What is the option delta of a call option with an exercise price of $50?
A) 0.375
B) 0.500
C) 0.600
D) 0.75

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The Answer of Suppose Ralph's stock price is currently $50. In the next six months it will either fall to $30 or rise to $80. What is the option delta of a call option with an exercise price of $50?
A) 0.375
B) 0.500
C) 0.600
D) 0.75

Suppose Ralph's Stock Price Is Currently $50