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Basic Question 5 of 32

Delta measures the sensitivity of the ______.

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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I am using your study notes and I know of at least 5 other friends of mine who used it and passed the exam last Dec. Keep up your great work!
Barnes

Barnes

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.