call option sensitivity

[logixwriter]

I am trying to find

d/dS ( delta(C)/C )

is there a special greek for this? Thanks

 

[financeguy]

I am trying to find

d/dS ( delta(C)/C )

is there a special greek for this? Thanks

not sure why you want to find that but just using basic intro calculus gives me this
gamma(C)/C-delta(C)^2/C^2

 

[logixwriter]

not sure why you want to find that but just using basic intro calculus gives me this
gamma(C)/C-delta(C)^2/C^2

I am sorry that I did not explain clearly.
I wanted to find out
((c2-c1)/c1)/(s2-s1)
where c1 & s1 are price of call and asset at time t1
and c2 & s2 are price of call and asset at time t2.
I wanted to plot this for values of Strikes
Thanks

 

[quotes]

(c2-c1)/(s2-s1)=Delta

So you know...

 

[logixwriter]

i guess what I was looking for is "Option Elasticity"
Thanks for your help.
I need to graph that against K