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Which of the following options (they all have the same expiry) have the largest vega when the underlying stock is currently trading at $80? Put
Which of the following options (they all have the same expiry) have the largest vega when the underlying stock is currently trading at $80?
Put option on a $100 strike price
Call option on a $120 strike price
Put option on a $120 strike price
Call option on a $80 strike price
Put option on a $60 strike price
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