The Delta of an Option Is __________

Multiple Choice

The delta of an option is __________.

A) the change in the dollar value of an option for a dollar change in the price of the underlying asset
B) the change in the dollar value of the underlying asset for a dollar change in the call price
C) the percentage change in the value of an option for a one percent change in the value of the underlying asset
D) the percentage change in the value of the underlying asset for a one percent change in the value of the call