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Assuming All Else Is Constant, Which of the Following Statements S1S _ { 1 }

Question 11

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 S1S _ { 1 } is greater than the delta of the same put at stock price S2>S1S _ { 2 } > S _ { 1 } .
B) The delta of a put at a stock price S1S _ { 1 } is smaller than the delta of the same put at stock price S2>S1S _ { 2 } > S _ { 1 } .
C) The delta of a put at a stock price S1S _ { 1 } is equal to the delta of the same put at stock price S2>S1S _ { 2 } > S _ { 1 } .
D) None of the above is always true for all puts.

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