What is the delta of an option if the underlying closed up +$3.75 from yesterday's close but the option quote increased

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answerhappygod
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What is the delta of an option if the underlying closed up +$3.75 from yesterday's close but the option quote increased

Post by answerhappygod »

What is the delta of an option if the underlying closed up
+$3.75 from yesterday's close but the option quote increased $3.00
and if the option has a theta of .10?
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