The current stock price is $50,and a put is priced at $3.59201.If the stock rises to $50.10,the price of the put will be $3.549152 and if the stock drops to $49.90,the price of the put will be $3.635261.What is the approximate gamma of the put?
A)
B)
C)
D) Cannot be calculated from the given data.
Correct Answer:
Verified
Q15: Which of the following statements is true?
Q16: You are short a put on
Q17: Which of the following statements is false?
A)The
Q18: You hold a portfolio of a long
Q19: The delta of an option measures,approximately,
A)The dollar
Q21: Which of the following is NOT valid
Q22: A stock is trading at $20.A
Q23: Which of the following statements is true?
Q24: The vega of a _ is highest
Q25: The gamma of a put is typically
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents