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 Glossary   >   O   >   "Option elasticity" Definition   

        Option elasticity

The percentage increase in an options value given a 1% change in the value of the underlying security.

Option elasticity


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Option elasticity - The percentage increase in an options value given a 1% change in the value of the underlying security.


Option elasticity : the percentage increase in an options value given a 1% change in the value of the underlying security.