Price of option for one point move in underlying asset

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Reference no: EM131947989

1. Which one of the following choices measures the change in price of an option for a one point move in the underlying asset?

a. Delta M b. Gamma M c. Theta M d. Vega M

2. In portfolio margin, equity options and stocks are tested with +/- 15% price changes. If you buy $100,000 of ABCD stock, what is the portfolio margin requirement?

a. $15,000 M b. $25,000 M c. $30,000 M d. $50,000 M

Reference no: EM131947989

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