| 释义 |
Option elasticity Option elasticityThe percentage increase in an option's value, given a 1 percentage point change in the value of the underlying security.Option ElasticityThe change in a price of an option given a 1% change in the price of the underlying asset. This price is likely to change more if the option is near-the-money than if it is deep-in-the-money or deep-out-of-the-money. See also: Volatility. |