The delta of an option is __________.
A. the change in the dollar value of an option for a dollar change in the price of the underlying asset
B. the change in the dollar value of the underlying asset for a dollar change in the call price
C. the percentage change in the value of an option for a 1% change in the value of the underlying asset
D. the percentage change in the value of the underlying asset for a 1% change in the value of the call
A. the change in the dollar value of an option for a dollar change in the price of the underlying asset
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