关于D项

问题如下：

Which of the following statements is true regarding options Greeks?

选项：

A.

Theta tends to be large and positive when buying at-the-money options.

B.

Gamma is greatest for in-the-money options with long maturities.

C.

Vega is greatest for at-the-money options with long maturities.

D.

Delta of deep in-the-money put options tends toward +1.

解释：

Theta is negative for long positions in ATM options, so A is incorrect. Gamma is small for ITM options, so B is incorrect. Delta of ITM puts tens to -1, so D is incorrect.