The Delta of a Call Option on a Non-Dividend-Paying Stock

question 13

Multiple Choice

The delta of a call option on a non-dividend-paying stock is 0.4.What is the delta of the corresponding put option?

• A) -0.4
• B) 0.4
• C) -0.6
• D) 0.6

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Definitions:

Time Urgency

The feeling of being under constant pressure to act quickly or complete tasks in a limited timeframe, often associated with stress.

Competitive

Characterized by or involving competition; striving to gain or win something by defeating or establishing superiority over others.

Hardy Personality

A personality trait characterized by resilience and the capability to thrive in the face of stress and adversity, linked to positive coping mechanisms and attitudes.

Type A Personality

A temperament characterized by high levels of ambition, aggression, competitiveness, drive, impatience, need for control, focus on time management, and stress.