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An increase in the volatility of the underlying futures contract will result in ____________ in an option's premium. an

Posted: Sun Jul 03, 2022 6:51 am
by answerhappygod
An increase in the volatility of the underlying futures contractwill result in ____________ in an option's premium.
an increase
a decrease
no change
The absolute value of the delta effect can be interpreted as thelikelihood of the option expiring in-the-money.