The vega of a ________ is highest when it is_________.
A) call; deep in-the-money.
B) put; deep out-of-the-money.
C) call or put; far away-from-the-money.
D) None of the above.

Name: The vega of a ________ is highest when it is_________. A) call; deep in-the-money. B) put; deep out-of-the-money. C) call or put; far away-from-the-money. D) None of the above.
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Question

Quizplus · Accepted Answer

Vega is highest when an option is at-the-money, not deep in-the-money or out-of-the-money.

The Vega of a ________ Is Highest When It Is_________

The Vega of a Is Highest When It Is_