29. According to the information shown in the table below, which
option is most likely to be at or nearest the money?
Option Type
Strike
Price
Delta
Theta
A
Put
38
3.55
-.76
-.03
B
Put
37
2.81
-.67
-.03
C
Put
36
2.05
-.58
-.03
D
Put
35
1.51
-.47
-.04
E
Put
34
1.10
-.37
-.03
F
Put
33
.79
-.28
-.03
G
Put
32
.58
-.21
-.02
29. According to the information shown in the table below, which option is most likely to be at or nearest the money? Op
-
- Site Admin
- Posts: 899603
- Joined: Mon Aug 02, 2021 8:13 am