These three put options are all written on the same stock. One has a delta of .9,
Question:
These three put options are all written on the same stock. One has a delta of −.9, one a delta of
−.5, and one a delta of −.1. Assign deltas to the three puts by filling in this table.
Put X Delta A 10 (a)
B 20 (b)
C 30 (c)
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