What is the approximate Delta value for a deep in-the-money call option? Option: Between 0.45 and 0.3, Between 0.45 and 0.55, Between 0.3 and 0, Between 0.8 and 1

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What is the approximate Delta value for a deep in-the-money call option?

Between 0.45 and 0.3

Between 0.45 and 0.55

Between 0.3 and 0

Between 0.8 and 1

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What does a Delta of 0.5 signify for a call option?

The option is at-the-money

The option is deeply in-the-money

The option is deeply out-of-the-money

The option is about to expire

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What is the typical range for the Delta of a call option?

-1 to 0

0 to 1

0 to 100

Both B and C are correct

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What does the 'Delta' of an option represent?

The sensitivity of the option's price to changes in implied volatility.

The change in the option's premium for a given change in the underlying asset's price.

The rate of change of the option's price over time.

The probability of the option expiring in-the-money.

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What does a delta of 0.7 for a call option indicate?

The option has a 30% chance of expiring out of the money.

The option price will increase by 0.7 points for every 1 point increase in the underlying asset price.

The option has a 70% chance of expiring in the money.

The option price will decrease by 0.7 points for every 1 point increase in the underlying asset price.

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What is the delta value of an at-the-money (ATM) option?

"Variable"

"0.0"

"1.0"

"0.5"