What does a negative Delta value indicate for a put option? Option: The option is losing value rapidly, The option is highly volatile, The option is about to expire worthless, The option premium and underlying value move in opposite directions

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What does a negative Delta value indicate for a put option?

The option is losing value rapidly

The option is highly volatile

The option is about to expire worthless

The option premium and underlying value move in opposite directions

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What does a delta of -1 for a put option signify?

The option has a 100% chance of expiring in the money.

The option has a 0% chance of expiring out of the money.

The option price will decrease by 1 point for every 1 point decrease in the underlying asset price.

The option price will increase by 1 point for every 1 point decrease in the underlying asset price.

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What does the 'Delta' of an option represent?

The rate of change of the option's price over time.

The change in the option's premium for a given change in the underlying asset's price.

The probability of the option expiring in-the-money.

The sensitivity of the option's price to changes in implied volatility.

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What does the Delta of an option measure?

The time decay of the option's premium

The volatility of the underlying asset

The probability of the option expiring in-the-money

The rate of change of the option's premium based on the directional movement of the underlying asset

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In the context of options trading, what does the term 'delta' represent?

"The sensitivity of an option's price to changes in implied volatility"

"The probability of an option expiring in-the-money"

"The rate of change of an option's price relative to changes in the underlying asset's price"

"The time decay of an option's value"

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What is the typical range for the Delta of a call option?

-1 to 0

Both B and C are correct

0 to 1

0 to 100