As an option moves further out-of-the-money, delta moves toward ________.
A) 1
B) 0
C) -1
D) large negative numbers

Name: As an option moves further out-of-the-money, delta moves toward ________. A) 1 B) 0 C) -1 D) large negative numbers
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As an option moves further out-of-the-money, the probability of the option finishing in-the-money decreases, resulting in a decrease in delta. As a result, delta moves toward 0.

As an Option Moves Further Out-Of-The-Money, Delta Moves Toward ________