A calculation of the percentage change in the of an option that results from a 1% change in the price of the underlying security. Option elasticity is related to the calculation of delta.
Related information about elasticity of an option:
- What is elasticity of an option? definition and meaning
Definition of elasticity of an option: A calculation of the percentage change in the of an option that results from a 1% change in the price of the underlying security ...
- What is option elasticity? definition and meaning
Related Terms. elasticity of an option. Browse by Letter: #ABCDEFGHIJKLMNOP QRSTUVWXYZ. Resources. Browse by subject · Tips · Answers · Videos ...
- Elasticity of an Option - Financial Dictionary - The Free Dictionary
Percentage change in the value of an option given a 1% change in the value of the option's underlying stock. Related: delta.
- Elasticity of demand - The Free Dictionary
elasticity number 1 · elasticity number 2 · Elasticity of an option · Elasticity of Consumption and Demand. Elasticity of demand. Elasticity of Demand and Supply ...
- Black-Scholes elasticity - MATLAB
[CallEl, PutEl] = blslambda(Price, Strike, Rate, Time, Volatility, Yield) returns the elasticity of an option. CallEl is the call option elasticity or leverage factor, and ...
- * Elasticity - (Business): Definition
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. Lambda .
- Know your weapon - Wilmott
The elasticity of an option, a.k.a. the option lever- age, omega, or lambda, is the sensitivity in per- cent to a percent movement in the underlying asset price.
- TNxx-xx: Characteristics of Interest Rate Options
that the absolute value of the option return will exceed the absolute value of the stock return. The elasticity of an option is usually denoted with the Greek letter ...