Since delta of an option changes over the same time period that a stock price is changing,what is the delta used to calculate the approximate change in the option price?
A) Delta at the start of the time period
B) Delta at the end of the time period
C) The average delta over the time period
D) The median delta over the time period

Question

Quizplus · Accepted Answer

The delta used to calculate the approximate change in option price is the average delta over the time period. This is because delta is not a fixed number and changes with the stock price, so taking the average delta over the time period provides a more accurate estimate of the option price change.

Since Delta of an Option Changes Over the Same Time