- option elasticity
- The percentage increase in an option's value, given a 1 percentage point change in the value of the underlying security. Bloomberg Financial Dictionary
Financial and business terms. 2012.
option elasticity
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Option elasticity — The percentage increase in an option s value given a 1% change in the value of the underlying security. The New York Times Financial Glossary … Financial and business terms
Elasticity of an option — Percentage change in the value of an option given a 1% change in the value of the option s underlying stock. The New York Times Financial Glossary … Financial and business terms
elasticity of an option — Percentage change in the value of an option given a 1% change in the value of the option s underlying stock. Related: delta. Bloomberg Financial Dictionary … Financial and business terms
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