What Is the Delta of a Put Option Given the Following

question 67

Multiple Choice

What is the delta of a put option given the following information?

• A)-0.685
• B)-0.315
• C)0.315
• D)0.525
• E)0.685

---

Definitions:

Marginal Utility

The extra pleasure or advantage (utility) a person receives from using an additional unit of a product or service.

Marginal Utility

The additional satisfaction or benefit received from consuming one more unit of a good or service.

Movie Rental

The practice of paying a fee to borrow a film for a limited period, traditionally through physical stores, or digitally via online platforms.

Choice Set

The collection of all possible options available to a consumer when making a decision.