NO.PZ2020021205000013
问题如下:
What is the sign of the delta of a long position in (a) a call option and (b) a put option?
选项:
解释:
The delta of a long position in a call option is positive.
The delta of a long position in a put option is negative.
call option不论 long position或short positon,delta call 都是positive吧?
put option 不论long position或short positon,delta put 都是 negtive吧?
谢谢老师。