Practice Test


Q1) ________ is a form of basket options Show Answer


Q2) An index option is a ________ Show Answer


Q3) The buyer of an option can’t loss more than the option premium paid. Show Answer


Q4) You sold a put option on a share. The strike price of the put was Rs.245 and you received a premium of Rs.49 from the option buyer. Theoretically, what can be the maximum loss on this position? Show Answer


Q5) A put option gives the buyer a right to sell how much of the underlying to the writer of the option? Show Answer


Q6) Exchange traded options are ___________ Show Answer


Q7) Higher the price volatility of the underlying stock of the put option, _________ Show Answer


Q8) An index put option at a strike of Rs.2176 is selling at a premium of Rs. 18. At what index level will it break even for the buyer of the option? Show Answer


Q9) An index put option at a strike of Rs. 4200 is selling at a premium of Rs.30. At what index level will it break even for the buyer of the option? Show Answer


Q10) A stock is quoted at Rs.50.The call option of strike price 45 is at Rs.9.What is the time value of the option? Show Answer


Q11) A stock is currently selling at Rs.165. The put option at Rs.163 strike price costs Rs.3. What is the time value of the option? Show Answer


Q12) If you sell a put option on a share with strike price of Rs.245,market price of Rs. 260 and a premium of rs.40, how much is the maximum gain that you may have on expiry of this position? Show Answer


Q13) If you sell a put option on a share with strike price of Rs.245,market price of Rs. 260 and a premium of rs.40, how much is the maximum gain that you may have on expiry of this position? Show Answer


Q14) A stock is currently selling at Rs 70. The options to sell the stock at Rs. 75 costs Rs.12. what is the time value of the option? Show Answer


Q15) Current Price of XYZ Stock is Rs 286. Rs. 260 strike call is quoted at Rs 45. What is the Intrinsic Value? Show Answer


Q16) A European call option gives the buyer the right but not the obligation to buy from the seller an underlying at the prevailing market price "on or before" the expiry date. Show Answer


Q17) Three Call series of XYZ stock - January, February and March are quoted. Which will have the lowest Option Premium (same strikes)? Show Answer


Q18) Does the difference between exercises price of the option & spot price affects option premium? Show Answer


Q19) Stock price is _____. Show Answer


Q20) The maximum possible loss for the option buyer is the premium paid, but the profits can be higher depending on the underlying price movement. This is true for which type of option? Show Answer


Q21) Shorter the time to maturity of the call option, higher will be the time value. Show Answer


Q22) A person who is bullish & a payer of premium is a ______. Show Answer


Q23) The option which gives the holder a right to buy the underlying asset on or before a particular date for a certain price is called as, ______. Show Answer


Q24) A call option gives the holder a right to buy how much of the underlying from the writer of the option? Show Answer


Q25) A trader sold a call option on a share of strike price Rs.200 & received a premium of Rs.12 from the option buyer. What can be his maximum loss on this position? Show Answer


Q26) In options- the seller of a contract pays an upfront premium at the time of entering into the contract. Show Answer


Q27) A buyer or holder of the option is the party to the contract who has _______. Show Answer


Q28) Which of the following factor(s) do not affect the value of an option? Show Answer


Q29) Which of these PUT’s are in the money? Show Answer


Q30) If you sell an option, you will _____. Show Answer


Q31) As per the rules of European Call option, it gives the right but not the obligation to buy from the seller an underlying at the prevailing market price on or before the expiry.

Show Answer


Q32) The spot price of ABC stock is Rs.347. rs.325 strike call is quoted at Rs.39. what is the intrinsic value? Show Answer


Q33) The spot price of Grasim Industry Ltd. share is Rs. 2900, the call option of strike price Rs. 2800 is _____. Show Answer


Q34) The option price is the _____. Show Answer


Q35) Index option on the S&P CNX Nifty can be exercised ________. Show Answer


Q36) In which option is the strike price not better than the market price (i.e., price difference is not advantageous to the option holder) & therefore it will lead to losses if the option is exercised? Show Answer


Q37) The value of a put option _______ with an increase in spot price. Show Answer


Q38) You have sold a PUT option of a strike price 100 for a premium of Rs. 12. Theoretically, what can be your maximum loss? Show Answer


Q39) Options which are traded on a recognized exchange i.e. exchange traded options are ______. Show Answer


Q40) An in-the-money option is a option with _____. Show Answer


Q41) If you are a buyer of Put option, it will give you the right to sell how much of the underlying to the writer of the option? Show Answer


Q42) The buyer of an option cannot lose more than the option premium paid. Show Answer


Q43) A writer of a call option is a person who _____. Show Answer


Q44) A stock is currently selling at Rs.90. The put option to sell the stock at Rs. 95 costs Rs. 12. What is the time value of the option? Show Answer


Q45) The main intension behind buying a PUT option is to benefit the market / script ______. Show Answer


Q46) A put option gives the buyer a right to sell how much of the underlying to the writer of the option. Show Answer


Q47) The intrinsic value of a CALL option of Reliance of strike price 910 & spot price 919 is ____. Show Answer


Q48) The maximum profit a buyer of call option can make is – Show Answer


Q49) When a person buys an option – Show Answer


Q50) You buy a PUT option of strike price 400 when the spot price is Rs. 380. This option is In the Money. Show Answer


Q51) What is time value of an option? Show Answer


Q52) A person has bought an option so cannot lose more than the option premium paid. Show Answer


Q53) An option buyer pays the option premium to the option seller. Show Answer


Q54) Option premium consist of two components- Show Answer


Q55) Mr. Singh purchases a call option on a stock at RS.10 per call with a strike price of Rs. 140. If on exercise date, stock price is Rs. 168, ignoring transaction cost, Mr. Singh will choose ________. Show Answer


Q56) The value of a call option ______ with a decrease in spot price. Show Answer


Q57) ____ of the option is the one who buy paying the option premium buys the right but not the obligation to exercise his option on the seller. Show Answer


Q58) An option with zero intrinsic value is called _____. Show Answer


Q59) The options which are traded on a exchange are standardized. Show Answer


Q60) _________ is a contract that gives right to buy or sell but not obligation Show Answer


Q61) Option are divided into _________ types. Show Answer


Q62) Which of the following is not a type of option? Show Answer


Q63) _________ price is a price at which underlying asset trades in the spot market Show Answer


Q64) Only in-the-money options have time value Show Answer


Q65) ATM options have only time value Show Answer


Q66) OTM options have only time value Show Answer


Q67) Option price are fixed by SEBI Show Answer


Q68) Option price are fixed by stock exchange Show Answer


Q69) You have purchased Jan call option at Rs.100 for a premium of Rs.18. what will be your breakeven? Show Answer


Q70) Potentially unlimited profits & limited losses is the risk reward for ________. Show Answer


Q71) The daily settlement of all open positions in futures contract is called – Show Answer


Q72) A seller of an option _________. Show Answer


Q73) When a trader buys a put option, _________. Show Answer


Q74) The market price of a share is Rs.120 & the 110 call is quoted at Rs.24, what is the intrinsic value of this call option? Show Answer


Q75) A Put option gives – Show Answer


Q76) You have bought a CALL option of Ambuja Cements of strike price of Rs.200 of January. To close the position, you will sell a CALL of same strike price of January. Show Answer


Q77) An index option is a money market instrument. Show Answer


Q78) In the option segment, if you buy a PUT, you expect a market / scrip to move _____. Show Answer


Q79) The over the counter options are ______. Show Answer


Q80) If you buy a PUT option at a premium of Rs.20 at a strike price of Rs.250, lot is of 400 shares, than the maximum possible loss is _______. Show Answer


Q81) A buyer of PUT option has the ____ Show Answer


Q82) A PUT option gives buyer a right but not the obligation to buy the underlying asset. Show Answer


Q83) An American PUT option gives buyer a right to sell the underlying asset at a specified price on or before the expiry date/ maturity date. Show Answer


Q84) When a person buys a call option, he has an – Show Answer


Q85) When a trader buys a PUT option, he has an ______. Show Answer


Q86) In the options segment, if you sell a PUT, you expect the market / scrip to move _______. Show Answer


Q87) When a person sells call option, he has a ______. Show Answer


Q88) The option premium is decided by ______. Show Answer


Q89) An option which would give negative cash flow to its holder if it were exercised immediately is known as _______. Show Answer


Q90) A common individual investor cannot write an option. Show Answer


Q91) An over the counter option is – Show Answer


Q92) The spot price of LKK shares is Rs.300, the put option of strike price Rs.280 is _____. Show Answer


Q93) Longer the time to expiry/ maturity of a call option, higher will be the time value. Show Answer


Q94) ______ is the change in option price given a 1% point change in the risk-free interest rate. Show Answer


Q95) Rho is __________. Show Answer


Q96) You have sold a CALL option on a stock at Rs.16 per call with strike price of Rs.170. If on exercise date, stock price is Rs.196, ignoring transaction cost, you will choose ______. Show Answer


Q97) Index options on the S&P CNX Nifty can be exercised Show Answer


Q98) Current price of XYZ stock is RS. 286 and Rs.260 strike call is quoted at Rs.45. what is the Intrinsic Value? Show Answer


Q99) A European call option gives the buyer the right but not the obligation to buy from the seller an underlying at the prevailing market price “on or before” the expiry date. Show Answer


Q100) An in-the-money option is__________ Show Answer


Q101) An option with a delta of 0.5 will increase in value approximately by how much, if the underlying share price increases by Rs.2? Show Answer


Q102) If you sell an option with strike of Rs.245 at a premium of Rs.40, how much is the maximum gain that you may have on expiry of this position? Show Answer


Q103) A stock is currently selling at Rs.165. The put option at Rs.163 strike price costs Rs.3. What is the time value of the option? Show Answer


Q104) Ms. Shetty has sold 5000 calls on ABC Ltd. at a strike of rs.500 for a premium of Rs.25 per call on April 1.The closing price of equity shares of ABC Ltd. is Rs.505 on that day. If the call option is assigned against her on that day, what is her obligation on April 01? Show Answer


Q105) If you sell a put option on a share with strike price of Rs.245, market price of Rs. 260 and a premium of rs.41, how much is the maximum gain that you may have on expiry of this position? Show Answer


Q106) If you sell a put option on a share with strike price of Rs.245, market price of Rs. 260 and a premium of rs.42, how much is the maximum gain that you may have on expiry of this position? Show Answer


Q107) The option price is the ________ Show Answer


Q108) Index options on the S&P CNX Nifty can be exercised Show Answer


Q109) Ms. Shetty has sold 300 calls on WIPRO at a strike price of Rs.1503 for premium of Rs.28 per call on April 1, 2002. The closing price of equity shares of WIPRO is Rs.1553 on that day. If the call option is assigned against her on that day, what is her net obligation on April 01, 2002? Show Answer


Q110) The intrinsic value of a call option is the amount the option is _______ Show Answer


Q111) A put option gives the buyer a right to sell how much of the underlying to the writer of the option? Show Answer


Q112) In which option is the strike price better than the market price (i.e., price difference is advantageous to the option holder) and therefore it is profitable to exercise the option? Show Answer


Q113) If you sell a put option with strike of Rs 245 at a premium of Rs.40, how much is the maximum gain that you may have on expiry of this position? Show Answer


Q114) Value-at-risk measures ___________. Show Answer


Q115) Higher the price volatility, higher would be the initial margin requirement. Show Answer


Q116) In case of Call options, if the market price is less than the exercise (strike) price, the option will______. Show Answer


Q117) An American put option gives the buyer the right but not the obligations to sell to the writer an underlying asset at a specified price on or before the expiry date. Show Answer


Q118) In an in the money put option _____. Show Answer


Q119) In an out-of-the money put option _______. Show Answer


Q120) Options contracts are not symmetrical with respect to rights & obligations of the parties involved. Show Answer


Q121) The seller of the put option gains if price of underlying asset ______. Show Answer


Q122) Factor(s) influencing option pricing includes which of the following? Show Answer


Q123) A writer of an option ______. Show Answer


Q124) Mr. Ravi purchases 10 call options on stock at Rs.20 per call with strike price of Rs.350. if on Exercise date, stock price is Rs.310, ignoring transaction cost, Mr. Ravi will choose ______. Show Answer


Q125) The higher the interest rate, the higher the CALL option premium. Show Answer


Q126) What is the intrinsic value of a Call option of SBI, if the spot price is 2000 & strike price is 1950? Show Answer


Q127) Mr. Manoj buys a put option on PQR stock for Rs.20 of strike price Rs.130. if on the exercise day, the spot price of PQR is Rs.175, Mr. Manoj will choose ______. Show Answer


Q128) Of the below mentioned options, which would attract margins? Show Answer


Q129) In the option segment, if you sell a CALL at a premium of Rs.45 at a strike price of Rs.400, lot is of 200 shares, then the maximum possible profit is _______. Show Answer


Q130) Options which can be exercised only on the expiration date are ______ options. Show Answer


Q131) Seller of a put option expects _____. Show Answer


Q132) For which type of option is it profitable to exercise the options? Show Answer


Q133) Three CALL series of the same strike price of SBI stock- June, July & August are quoted. Which will have the lowest option premium? Show Answer


Q134) Which of the following statement if True with respect to time value options? Show Answer


Q135) The lot size of options is ______. Show Answer


Q136) Ms. Gayatri buys a call option of strike price Rs. 300 when the spot price is Rs. 337. What is the intrinsic value of this call option? Show Answer


Q137) You have bought a CALL option of XYZ stock of strike price 400 at a premium of Rs.30. the current spot/ market price is Rs. 410. At what market price will this call breakeven? Show Answer


Q138) _______ measure of the sensitivity of an option price to changes in market volatility. Show Answer


Q139) Intrinsic value of an OUT OF THE MONEY option is ________. Show Answer


Q140) If you sell a Put option with a strike of Rs. 375 at a premium of Rs. 50, how much is the maximum gain you may have on expiry of this position? Show Answer


Q141) Spot value of Reliance industry share is Rs. 800 & an investors buys one month Reliance call option of strike price 820 at a premium of Rs.3. the option is _______. Show Answer


Q142) ________ measures the sensitivity of the option value to a given small change in the price of the underlying asset. Show Answer


Q143) Forward contracts have __________ payoff Show Answer


Q144) Linear payoff indicates ___________ profit and loss Show Answer


Q145) The party buying the option is called __________of the option Show Answer


Q146) The party selling the option is called Show Answer


Q147) Option contract have _________ payoff. Show Answer


Q148) Option on NIFTY or SENSEX are which type of option? Show Answer


Q149) Option on ' GAIL ', ‘ONGC’, etc are which type of options? Show Answer


Q150) Option contract expires on the last _________ of the month Show Answer


Q151) In the money option gives _________ cash flow if exercised immediately Show Answer


Q152) At the money option gives _________ cash flow if exercised immediately Show Answer


Q153) Out of the money option gives __________ cash flow if exercised immediately Show Answer


Q154) A put option said to be __________when spot price is lower than strike price Show Answer


Q155) Mr. X taken a long position in nifty at strike price of 8000 in option market, he will exercise his option only if nifty close _________ Show Answer


Q156) Mr. Y has taken a short position in nifty at strike price of 6000 in option market, he will exercise his option only if nifty close _________ Show Answer


Q157) Mr. A has taken a short position in nifty at strike price of 5600 at a premium of 65, he will exercise his option only if nifty close _________ Show Answer


Q158) Mr. B has bought a call option of nifty strike price 6300 at a premium of 150, if spot price of nifty is 6380 what is the intrinsic value of the call option Show Answer


Q159) If spot price of the underlying asset goes up the value of the call option _________ Show Answer


Q160) If spot price of the underlying asset goes down the value of the call option _________ Show Answer


Q161) If spot price of the underlying asset goes up the value of the put option _________ Show Answer


Q162) If spot price of the underlying asset goes down the value of the put option _________ Show Answer


Q163) All other factor remaining constant strike price of option increase value of the call option will _________ Show Answer


Q164) The binomial option pricing model is very lengthy and time consuming. Show Answer


Q165) Delta measures the sensitivity of the option value to a given small change in the price of the underlying asset. Show Answer


Q166) _________ measures change in delta with respect to change in price of the underlying asset Show Answer


Q167) __________ is a measure of an options sensitivity to time decay. Show Answer


Q168) _________ is a measure of the sensitivity of an option price to change in market volatility Show Answer


Q169) _________ is the change in option price given a one percentage point change in the risk - free interest rate. Show Answer


Q170) An investor has ICICI Bank shares in his portfolio. He wants to protect against the downslide in this stock as he thinks the market may go down. What should he do? Show Answer


Q171) Which of these put options are OTM – Out of the Money? Show Answer


Q172) ABC stock is quoting at Rs.475 in the cash market. The call option for 450 calls is quoted at Rs.35. what is the intrinsic value of this option? Show Answer


Q173) On expiration, the time value of an option will be _______. Show Answer


Q174) Spot value of NIFTY is 5880. An investor buys 1 month NIFTY 5950 call option for a premium of Rs.12. this option is ________. Show Answer


Q175) Time value of an option is the difference between its ________. Show Answer


Q176) The spot price of a stock is Rs.200. A trader buys the Rs.195 strike price call option by paying a premium of Rs.10. on expiry the settlement price is Rs.220. what is the net profit for the trader? Show Answer


Q177) The final settlement price in options is the closing price of such underlying security on the last trading day of the option contract. Show Answer


Q178) The stock exchanges & stock brokers decide the option premium. Show Answer


Q179) When the call option is In the Money the _____. Show Answer


Q180) When the strike price decreases, the premium on call option increases. Show Answer


Q181) An option which would give zero cash flow to its holder if it were exercised immediately is known as ______. Show Answer


Q182) The intrinsic value is the difference between the market price & strike price of the option & it can never be negative. Show Answer


Q183) The risk return profile of an option contract is _______. Show Answer


Q184) In an option segment, if you buy a call at a premium of Rs.35 at the strike price of Rs.400, lot is of 200 shares, and then the maximum possible profit is Rs. _____. Show Answer


Q185) The spot price of ABC share is Rs. 500, the call option of strike price Rs. 500 is – Show Answer


Q186) A person sells a put option of strike price 265, market lot is 1000, at a premium of Rs.40, and the maximum profit he can make is ______. Show Answer


Q187) The right to buy an asset for a certain price on or before a specified date is the characteristic of a _______. Show Answer


Q188) In the option segment, if you sell a CALL at a premium of Rs.45 at the strike price of 400 , lot is of 200 shares, then the maximum possible loss is_______. Show Answer


Q189) If all things remain constant throughout the contract period, the option prices will always _____ in price by expiry. Show Answer


Q190) The advantage of time decay usually goes to _______. Show Answer


Q191) If the prices of Infosys stock rise, the call option premium will also rise. Show Answer


Q192) If you SELL a PUT option at a premium of Rs.30 at a strike price of Rs. 200, lot is of 400 shares, then the maximum possible loss is _____. Show Answer


Q193) If a company declares a dividend, what will be the effect on the pricing of call options? Show Answer


Q194) In the options segment, if you buy a CALL at a premium of Rs.35 & at the strike price of Rs.400, lot is of 200 shares, then the maximum possible loss is ______. Show Answer


Q195) VaR methodology seeks to measure the amount of value that a portfolio may stand to lose within a certain horizon time period due to potential changes in ________ Show Answer


Q196) Which is the ratio of change in option premium for the unit change in interest rates? Show Answer


Q197) On 1st January, a two month call option on the Nifty with a strike of 4250 is available for trading .The ‘T’ that is used in the Black Scholes formula should be ______. Show Answer


Q198) On 1st January, a two month call option on the Nifty with a strike of 4000 is available for trading. The ‘T’ that is used in the Black Scholes formula should be______. Show Answer


Q199) Ms. Shetty has sold 300 calls on WIPRO at a strike price of Rs.1503 for premium of Rs.28 per call on April 1, 2002. The closing price of equity shares of WIPRO is Rs.1553 on that day. If the call option is assigned against her on that day, what is her obligation on April 01, 2002? Show Answer


Q200) The acronym LEAPS option having a maturity up to _______ Show Answer


Q201) Which of the following contracts are compulsorily settled on exercise date? Show Answer


Q202) The form of payoff diagrams which show the price of underlying assets on the X-axis show Show Answer


Q203) The Greeks rate of exchange of option price with respect to the price of the underlying assets Show Answer


Q204) Mr. Shetty has sold 600 calls on DR.REDDY’s LAB at a strike price of Rs.992 for premium of Rs.25 per call on April 1, 2002. The closing price of equity shares of DR. REDDY’S LAB is Rs.994 on that day. If the call option is assigned against her on that day, what is her net obligation on April 01, 2002? Show Answer


Q205) A put option at a strike of Rs. 176 is selling at the premium of Rs. 18. At what price will it break even Show Answer


Q206) An index put option at a strike of Rs. 2176 is selling at a premium of Rs.18. at what index level will it break even for the buyer of the option Show Answer


Q207) An in-the-money option is _____________. Show Answer


Q208) An option with a delta of 0.5 will increase in value approximately by how much, if the underlying share price increases by Rs 2? Show Answer


Q209) Higher the price volatility of the underlying stock of the put option, ______________. Show Answer


Q210) Which is the ratio of change in option premium for the unit change in interest rates? Show Answer


Q211) Change in option premium for a unit change in ______is known as Rho. Show Answer


Q212) An increase in the interest rates will lead to _______. Show Answer


Q213) Mr. A sold a put option of strike Rs.400 on PQR stock for a premium of Rs.32. The lot size is 500. On the expiry day, PQR stock closed at Rs.350.what is your net profit or loss? Show Answer


Q214) Delta measures the expected change in the option premium for a unit change in ______. Show Answer


Q215) Time value & intrinsic value of a call option are always either positive or zero. Show Answer


Q216) A naked call option means that the writer does not currently owns the underlying. Show Answer


Q217) What is the intrinsic value of a call option if the spot price is Rs. 300 & the strike price is Rs. 250? Show Answer


Q218) Mr. Gautam has sold a put option with strike price of Rs. 650 at a premium of Rs. 60. What is the maximum gain per share that he may have on expiry of this position? Show Answer


Q219) If the share price of XYZ share increases by Rs. 2 & the delta of its option is 0.5, then by how much will the option price rise? Show Answer


Q220) _____ is the second derivative option regard to price of the underlying asset. Show Answer


Q221) VaR methodology seeks to measure the amount of value that a portfolio may stand to lose within a certain horizon time period due to potential changes in ________. Show Answer


Q222) If the lot size of Reliance Industries future contract is 250 shares, what will be the lot size of its option contract? Show Answer


Q223) Theta is ________. Show Answer


Q224) You have bought a CALL of Reliance of strike price of Rs.900 of January. To close the position, you will sell a PUT of same strike price of January. Show Answer


Q225) Buyer of the option pays _________ to the seller Show Answer


Q226) _________ options can be exercised at any time on or before the expire date Show Answer


Q227) _________ options can be exercised only at the time of expiry Show Answer


Q228) Lot size of Nifty option contracts is _________ Show Answer


Q229) A call option said to be __________when spot price is equal to strike price Show Answer


Q230) A put option said to be __________when spot price is equal to strike price Show Answer


Q231) A call option said to be _________ when spot price is lower than strike price Show Answer


Q232) A put option said to be __________when spot price is higher than strike price Show Answer


Q233) Option premium consist of .and _________ Show Answer


Q234) Only _________ options have intrinsic value Show Answer


Q235) __________option have time value Show Answer


Q236) Which is not parameter on which option price depends? Show Answer


Q237) All other factor remaining constant strike price of option increase value of the put option will _________ Show Answer


Q238) All other factor remaining constant strike price of option decrease value of the put option will _________ Show Answer


Q239) Higher volatility will result in _________ premium Show Answer


Q240) Lower volatility will result in _________ premium Show Answer


Q241) Longer the maturity of the option _________the premium Show Answer


Q242) Option are also known as _________ asset due to time decay Show Answer


Q243) High interest rate will result in _________ in the value of call option Show Answer


Q244) High interest rates will result in __________ in the value of put option Show Answer


Q245) The binomial option pricing model was developed by__________. Show Answer


Q246) Delta for call option buyer is _________. Show Answer


Q247) Delta for put option buyer is _________. Show Answer


Q248) OTM option remains cheaper than ATM option Show Answer


Q249) NIFTY put option of strike price 5000 is selling at a premium of Rs.30. at what index level will it break even for the buyer of the option? Show Answer


Q250) An exchange traded option after maturity – Show Answer


Q251) If there is not much price movement, the OTM option will be beneficial to ______. Show Answer


Q252) A long position in a CALL option can be closed by taking a short position in PUT option. Show Answer


Q253) If a stock has very slow volatility than it would have a lower option premium. Show Answer


Q254) Delta is ______. Show Answer


Q255) If you buy a PUT option at premium of Rs.20 & strike price of Rs.250, lot is of 400 shares, than the maximum possible loss is _______. Show Answer


Q256) Beta is the change in option price given a one percentage point change in the risk-free interest rate. Show Answer


Q257) Theta is the rate of change in option premium for a change in the price of the underlying asset. Show Answer


Q258) Which of the following factors do not affect the value of an option. Show Answer


Q259) As an option moves more In the Money, the absolute value of Delta will ______. Show Answer