The Delta of a Call Measures The

Multiple Choice

The delta of a call measures the:

A) time remaining to expiration compared to the option's original maturity.
B) change between an option's original value and its current value.
C) swing in the price of the call relative to the swing in the underlying stock price.
D) ratio of the change in the option price to the change in the time to expiration.
E) volatility of the underlying security.