Option Elasticity Daniel Guidotti 14 years ago Option ElasticityWhen the underlying security’s value changes by 1%, the percentage change witnessed in the value of an option based on this security.Random Finance Terms for the Letter OOptimal PortfolioOptional Redemption ProvisionOptimization Approach to IndexingOptimized Portfolio as Listed SecuritiesOption ElasticityOption Not to DeliverOption PremiumOption PriceOption Pricing TheoryOption SellerRecommended for you:Option Seller Option Price Option Not to Deliver Option