When you performed the homework assignment, how did you compute the delta?单项选择题

A

Enter the AMZN price and the call price. The delta = % change in the call price vs. the previous day divided by % change in the stock price vs. the previous day. If the stock price did not change, use the previous calculated delta.

B

Enter the AMZN price and the call price and solve for the implied volatility. Then take the derivative of the Black-Scholes call price with respect to the stock price.

C

Enter the AMZN price and compute the standard deviation of the logarithm of the stock price. Then insert this into the Black-Scholes. Then take the derivative of the Black-Scholes call price with respect to the stock price.

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