Financial Risk Manager Part 1
Get started today
Ultimate access to all questions.
If the current market price of a stock is USD 60, which of the following options on the stock has the highest gamma?
If the current market price of a stock is USD 60, which of the following options on the stock has the highest gamma?
Exam-Like
A
Long call option expiring in 5 days with strike price of USD 30
B
Long call option expiring in 5 days with strike price of USD 60
C
Comments
Loading comments...