When Does a Change in the Value of a Call

When does a change in the value of a call option come the closest to matching the price change in a share of stock?

A) When the stock is priced far above the strike price.
B) When the stock is priced far below the strike price.
C) When the stock is priced very near the strike price.
D) Changes in call value always come close to matching changes in stock price.

Correct Answer:

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