Multiple Choice
Assuming all else is constant,which of the following statements best describes the delta of a put option?
A) The delta of a put at a stock price
Is greater than the delta of the same put at stock price
)
B) The delta of a put at a stock price
Is smaller than the delta of the same put at stock price
)
C) The delta of a put at a stock price
Is equal to the delta of the same put at stock price
)
D) None of the above is always true for all puts.
Correct Answer:

Verified
Correct Answer:
Verified
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