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(a) The call option you are holding is In-The-Money (ITM) now. What is a possible value for the delta of the option? (b) The put
(a) The call option you are holding is In-The-Money (ITM) now. What is a possible value for the delta of the option?
(b) The put option you are holding is In-The-Money (ITM) now. What is a possible value for the delta of the option?
(c) The put option you are holding is Out-The-Money (OTM) now. What is a possible value for the delta of the option?
(d) The call option you are holding is Out-The-Money (OTM) now. What is a possible value for the delta of the option?
(i) 1
(ii) 0
(iii) -1
(iv) Cannot be determined from the information given
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