n NISM Certifications
XIII NISM Series XIII
Medium

Delta measures the expected change in option premium for a unit change in:

Practice question from NISM Series XIII for SIF - Mock Test 2 — bank. The correct answer is highlighted below with a full explanation.

Options

  1. A

    Underlying volatility

  2. B

    Interest rates

  3. C

    Time to expiry

  4. Spot price of underlying

    Correct answer

A full explanation for this question is being written. In the meantime, the correct answer is highlighted above.

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