Which of the following is true?
A) Delta is always positive.
B) Call option delta is always negative.
C) Put option Beta is always greater than +1.
D) Vega is always positive.
E) Rho is always negative for calls and positive for puts.

Question

Quizplus · Accepted Answer

Vega is always positive, as it measures the sensitivity of option prices to changes in implied volatility, and an increase in volatility will lead to an increase in option prices. The other options presented are not true statements.

Which of the Following Is True