Time has passed and you are already an expert in options. You are evaluating a call option on ZM with 93 days to expirat

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Time Has Passed And You Are Already An Expert In Options You Are Evaluating A Call Option On Zm With 93 Days To Expirat 1 (33.06 KiB) Viewed 48 times

Time has passed and you are already an expert in options. You are evaluating a call option on ZM with 93 days to expiration and a volatility of 0.20.ZM stocks are trading today at $440 and you already know that d1 is -1. You are concerned that the delta of this option will change significantly if the stock price changes. What is the gamma of this option? Hint: Remember you must plug the days on an annual basis in the formula (i.e. 35 days 35/365 = 0.0959 years) Please round your answer to the nearest four decimals if needed Click on the arrow next to the file below. Next, create a new sheet in the Respondus LockDown Browser spreadsheet. You can use this blank spreadsheet to calculate the answer. Make the column you are using as wide as possible. Otherwise, you might be seeing only the last decimals. Click to open: