The delta of a put option always equals
A)the delta of an equivalent call option.
B)the delta of an equivalent call option with a negative sign.
C)the delta of an equivalent call option minus one.
D)the delta of an equivalent call option plus one.

Question

Quizplus · Accepted Answer

The delta of a put option is equal to the delta of an equivalent call option minus one. This is due to the put-call parity relationship in options pricing.

The Delta of a Put Option Always Equals