Which One of the Following Statements Is Correct

question 23

Multiple Choice

Which one of the following statements is correct?

• A)Both call and put option deltas are always positive.
• B)Put option deltas are always positive.
• C)Call option deltas are always positive.
• D)Both call and put option deltas are always negative.
• E)All deltas can be positive, negative, or equal to zero.