If the Delta of a Call Option Is 0

question 61

Multiple Choice

If the delta of a call option is 0.6, calculate the delta of an equivalent put option.

• A)0.6
• B)0.4
• C)−0.4
• D)−0.6

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Definitions:

Respiration

The physical process of acquiring oxygen and releasing carbon dioxide.

Adenoviral Pneumonia

A respiratory illness caused by adenoviruses, characterized by inflammation and infection of the lungs.

Correct Code

The accurate numerical or alphanumerical representation used for diagnosis, procedures, and billing in healthcare.

Persistent Air Leak

A continuous escape of air from the lung into the pleural space, not naturally sealing over time, often due to lung disease or injury.