Options Tables Index
Table 1: Call Option Price as a Percentage of Current Stock Price (ex-divident)
- Part One: Ratio of S(ex)/PV(K) between 0.70 and 0.96.
- Part Two: Ratio of S(ex)/PV(K) between 0.97 and 1.23.
- Part Three: Ratio of S(ex)/PV(K) between 1.24 and 1.50.
Table 2: European Call Option Delta: $ Change in Option for a $ Change in Stock Price
- Part One: Ratio of S(ex)/PV(K) between 0.70 and 0.96.
- Part Two: Ratio of S(ex)/PV(K) between 0.97 and 1.23.
- Part Three: Ratio of S(ex)/PV(K) between 1.24 and 1.50.
Table 3: European Call Option Elasticity: Percentage Change in Option for a one Percentage Change in Stock Price
- Part One: Ratio of S(ex)/PV(K) between 0.70 and 0.96.
- Part Two: Ratio of S(ex)/PV(K) between 0.97 and 1.23.
- Part Three: Ratio of S(ex)/PV(K) between 1.24 and 1.50.