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Basic Question 5 of 32
Delta measures the sensitivity of the ______.
B. underlying's price to changing option prices.
C. option's price to changing interest rates.
A. option's price to changing underlying prices.
B. underlying's price to changing option prices.
C. option's price to changing interest rates.
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Learning Outcome Statements
interpret each of the option Greeks;
describe how a delta hedge is executed;
describe the role of gamma risk in options trading;
define implied volatility and explain how it is used in options trading.
CFA® 2025 Level II Curriculum, Volume 5, Module 32.