A one dollar increase in a share's price would result in ________ in the call option's value of ________ than one dollar.
A)a decrease; less
B)a decrease; more
C)an increase; less
D)an increase; more

Question

Quizplus · Accepted Answer

A one dollar increase in a share's price typically results in an increase in the call option's value, but by less than one dollar due to the option's delta being less than 1.

A One Dollar Increase in a Share's Price Would Result