Which of the following statements is Not True regarding the option Greeks and mispriced options?

A. delta for a call > 0, but 0 <= call delta <= 1

B. The delta for a put <0, but -1 <= put delta <= 0

C. The delta, gamma, and vega for owning a share of common stock are 1,0, and 0 respectively

D. A linear product has zero gamma and cannot be used to change the gamma of a portfolio

E. When you find an "overpriced" option, it indicates that the implied volatility of this specific option is too low.