13. Vega: Look at the following chart. Based only on this information, rank the options in terms of moneyness, from deepest ITM to deepest OTM. UNDERLYING TYPE OPTION VEGA PRICE A $138.35 call B $138.35 call .06 C$138.35 put -.08 D $138.35 put - 10 .13 14. Delta Neutrality: Based on the stock portfolio below, use options to build a delta neutral portfolio, keeping the long equity positions as is. NOTE: If an option is a short call or a long put, be sure to remember that these positions have negative delta. UNDERLYING PRICE OPTION OPTION PRICE 400 Acadia Pharma (ACAD) $26.60 18 Apr 2019 25 call $3.70.65 30 Netflix Inc. (NFLX) $357.32 17 May 2019 380 put $36.95 -60 100 Proctor & Gamble Co. (PG) $98.44 5 Apr 2019 95 call $4.35.75 75 IBM (IBM) $139.20 5 Apr 2019 137 put $4.30.61 500 Pure Storage Inc. (PSTG) $20.86 17 May 2019 22.5 call 5.95 165 ZScaler, Inc (ZS) $60.80 20 Dec 2019 50 call $17.70 .75 DELTA .38 13. Vega: Look at the following chart. Based only on this information, rank the options in terms of moneyness, from deepest ITM to deepest OTM. UNDERLYING TYPE OPTION VEGA PRICE A $138.35 call B $138.35 call .06 C$138.35 put -.08 D $138.35 put - 10 .13 14. Delta Neutrality: Based on the stock portfolio below, use options to build a delta neutral portfolio, keeping the long equity positions as is. NOTE: If an option is a short call or a long put, be sure to remember that these positions have negative delta. UNDERLYING PRICE OPTION OPTION PRICE 400 Acadia Pharma (ACAD) $26.60 18 Apr 2019 25 call $3.70.65 30 Netflix Inc. (NFLX) $357.32 17 May 2019 380 put $36.95 -60 100 Proctor & Gamble Co. (PG) $98.44 5 Apr 2019 95 call $4.35.75 75 IBM (IBM) $139.20 5 Apr 2019 137 put $4.30.61 500 Pure Storage Inc. (PSTG) $20.86 17 May 2019 22.5 call 5.95 165 ZScaler, Inc (ZS) $60.80 20 Dec 2019 50 call $17.70 .75 DELTA .38