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+EXHIBIT 2.1 Call value compared with stock price.
+Definition 3 : In terms of absolute value (meaning that plus and minus
+signs are ignored), the delta of an option is between 1.00 and 0. Its price can
+change in tandem with the stock, as with a 1.00 delta; or it cannot change at
+all as the stock moves, as with a 0 delta; or anything in between. By
+definition, stock has a 1.00 delta—it is the underlying security. A $1 rise in
+the stock yields a $100 profit on a round lot of 100 shares. A call with a
+0.60 delta rises by $0.60 with a $1 increase in the stock. The owner of a call
+representing rights on 100 shares earns $60 for a $1 increase in the
+underlying. It’s as if the call owner in this example is long 60 shares of the
+underlying stock. Delta is the option’s equivalent of a position in the
+underlying shares .
+A trader who buys five 0.43-delta calls has a position that is effectively
+long 215 shares—that’s 5 contracts × 0.43 deltas × 100 shares. In option
+lingo, the trader is long 215 deltas. Likewise, if the trader were short five
+0.43-delta calls, the trader would be short 215 deltas.
+The same principles apply to puts. Being long 10 0.59-delta puts makes
+the trader short a total of 590 deltas, a position that profits or loses like
+being short 590 shares of the underlying stock. Conversely, if the trader
+were short 10 0.59-delta puts, the trader would theoretically make $590 if
+the stock were to rise $1 and lose $590 if the stock fell by $1—just like
+being long 590 shares.
+Definition 4 : The final definition of delta is considered the trader’s
+definition. It’s mathematically imprecise but is used nonetheless as a
+general rule of thumb by option traders. A trader would say the delta is a
+statistical approximation of the likelihood of the option expiring in-the-