| 释义 |
Elasticity of an option Elasticity of an optionPercentage change in the value of an option given a 1% change in the value of the option's underlying stock. Related: delta.Elasticity of an OptionThe 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. |