The delta of an 'at-the-money' long put option is:
A) Between -0.5 and -1
B) -0.5
C) Between +0.5 and +1
D) +0.5

Name: The delta of an 'at-the-money' long put option is: A) Between -0.5 and -1 B) -0.5 C) Between +0.5 and +1 D) +0.5
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Quizplus · Accepted Answer

The delta of an 'at-the-money' long put option is typically around -0.5, indicating that the option's price will decrease by approximately $0.50 for every $1 increase in the underlying asset's price.

The Delta of an 'At-The-Money' Long Put Option Is