Which of the following options (they all have the same expiry) have the largest vega when the underlying stock is currently trading at $80 Question 3 options Put option on a $100 strike price Call option on a $120 strike price Put option on a $60 strike price Call option on a $80 strike price Put option on a $120 strike price

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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? Question

Which of the following options (they all have the same expiry) have the largest vega when the underlying stock is currently trading at $80?

Question 3 options:

	Put option on a $100 strike price
	Call option on a $120 strike price
	Put option on a $60 strike price
	Call option on a $80 strike price
	Put option on a $120 strike price

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