Which of the Following Statements Best Describes the Range of Possible

Multiple Choice

Which of the following statements best describes the range of possible values of the delta of a call option?

A) Lies between $- 1$ and $+ 1$ .
B) Lies between $0$ and $+ 1$ .
C) Lies between $- 1$ and $0$ .
D) Lies between $- \infty$ and $+ \infty$ .