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Options greeks provide a way to quantify the risk profile of the underlying options, which allows us to effectively arbitrage these similar instruments.

The call option on the $15 strike is currently worth $1.02, and has a delta of 0.43.

How much would the call option be worth if the underlying increases by $0.50?

**Hint:** Remember that options are long Gamma.

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On days of option expiration, why does the stock price tend to stick to option strike prices?

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What happens to the rho of a put option as the underlying moves up?

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