Question
3. The delta of a XYZ Aug 55 Call is 0.40. If a stock moves from 53 to 54 what impact with it have on
3. The delta of a XYZ Aug 55 Call is 0.40. If a stock moves from 53 to 54 what impact with it have on the delta?
4. A XYZ 70 Put is trading at 2.50. The one-day theta is -0.05, all else being the same (not stock price change not change in implied volatility) what should the price of the XYZ 70 Put be in 3 days?
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Focus On Personal Finance
Authors: Jack Kapoor, Les Dlabay, Robert Hughes, Melissa Hart
6th Edition
125991965X, 978-1259919657
