The correct answer is: C. price change.
A price change is a movement in the price of an asset. It can be either an increase or a decrease in price. Price changes can be caused by a variety of factors, including changes in supply and demand, changes in interest rates, and changes in economic conditions.
An option lattice is a mathematical model that is used to price options. It is a tree-like structure that shows all of the possible prices that an option could have at expiration. The lattice is constructed by starting with the current price of the underlying asset and then calculating the possible prices of the option at each node in the tree.
Pricing movement is a term that is used to describe the movement of prices in a market. It can be either an increase or a decrease in prices. Pricing movement can be caused by a variety of factors, including changes in supply and demand, changes in interest rates, and changes in economic conditions.
Binomial lattice is a type of option pricing model that is based on the binomial tree model. It is a tree-like structure that shows all of the possible prices that an option could have at expiration. The lattice is constructed by starting with the current price of the underlying asset and then calculating the possible prices of the option at each node in the tree.
In conclusion, the correct answer is: C. price change.