The delta of Call option (the change in the value of an option for a...
60.1K
Verified Solution
Link Copied!
Question
Finance
The delta of Call option (the change in the value of an option for a dollar change in the price of the underlying asset) is close to ( ) if the exercise price of the Call option is $100 and the underlying stock price of the Call option is $10.
A Put option on AAPL has an exercise price of $120. The current stock price of AAPL is $115. The call option is __________.
A) at the money B) in the money C) out of the money D) none of the above
Which one is bullish strategy?
A) Naked Call B) Long Straddle C) Long Protective Put B) Long Butterfly spread
Which of the following strategies makes a loss if the stock price decreases or increases a lot?
A) Long call and short put B) Long call and long put C) Short call and short put D) Short call and long put
Answer & Explanation
Solved by verified expert
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
Unlimited Question Access with detailed Answers
Zin AI - 3 Million Words
10 Dall-E 3 Images
20 Plot Generations
Conversation with Dialogue Memory
No Ads, Ever!
Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
