NO.PZ2020021205000054
问题如下：
How is the delta of an option defined?
解释：
The delta of an option is the sensitivity of its price to the price of the underlying asset. It is
where fis the option price and S is the price of the underlying asset.
老师好，delta of option是标的资产变动一个单位，option执行时的payoff变动多少，还是期权费变动多少？
