问题如下图：
选项：
请问选项B中，put option，S上涨，不是就会亏钱吗？涨的越多，亏的越多，那为什么delta会趋近于0
A. 
B. 
C. 
D. 
解释：
品职答疑小助手雍 · 2019年09月04日
同学你好，S越涨put option不就越out of the money么，越虚值delta就越趋近于0.
我们 · 2019年09月04日
请问在哪里有讲到delta和ITM，OTM，ATM的关系？没有找到
品职答疑小助手雍 · 2019年09月04日
基础班讲义part2，希腊字母那部分，参考讲义140页。
我们 · 2019年09月04日
可是图上看出来，越是out of the money，越是趋近于-1，不是0
品职答疑小助手雍 · 2019年09月04日
你看的是不是put option 越in the money 越趋近-1啊？
我们 · 2019年09月04日
我们不就是一直在讨论put吗？纵轴是delta，横轴是K，曲线是S，S越大，delta越趋近于-1。而且S越大，对于put来讲就是out ofthe money，不是吗？正好和您说的相反
品职答疑小助手雍 · 2019年09月05日
右边的图是put，S越大的时候delta是趋近于0的。。。这时候是out of the money的。。。
我们 · 2019年09月05日
也就是对于call和put，都是out of the money时，delta趋近于0？
品职答疑小助手雍 · 2019年09月05日
是的
NO.PZ2016082404000035 问题如下 Whiof the following statements is incorrect? The vega of a European-style call option is highest when the option is at-the-money. The lta of a European-style put option moves towarzero the priof the unrlying storises. The gamma of at-the-money European-style option ten to increase the remaining maturity of the option creases. Compareto at-the-money European-style call option, out-of-the- money European-style option with the same strike prianremaining maturity ha greater negative value for theta. ANSWER: D Vega is highest for ATM Europeoptions, so statement A is correct. lta is negative and moves to zero S increases, so statement B is correct. Gamma increases the maturity of ATM option creases, so statement C is correct. Theta is greater (in absolute value) for short-term ATM options, so statement is incorrect. C，随着到期日临近，the money 的gamma上升；in/out the money 的gamma下降。请分别一下为什么？
NO.PZ2016082404000035问题如下 Whiof the following statements is incorrect? The vega of a European-style call option is highest when the option is at-the-money. The lta of a European-style put option moves towarzero the priof the unrlying storises. The gamma of at-the-money European-style option ten to increase the remaining maturity of the option creases. Compareto at-the-money European-style call option, out-of-the- money European-style option with the same strike prianremaining maturity ha greater negative value for theta. ANSWER: D Vega is highest for ATM Europeoptions, so statement A is correct. lta is negative and moves to zero S increases, so statement B is correct. Gamma increases the maturity of ATM option creases, so statement C is correct. Theta is greater (in absolute value) for short-term ATM options, so statement is incorrect. 关于答案错误的原因Theta is greater (in absolute value) for short-term ATM options, so statement is incorrect.我觉得和表述的不是一回事，我对理解是对于theta，无论是call还是put，都小于0，ATM时|theta|最大，OTM和ITM时，with the same strike prianremaining maturity，|theta|更小。
Whiof the following statements is incorrect? The vega of a European-style call option is highest when the option is at-the-money. The lta of a European-style put option moves towarzero the priof the unrlying storises. The gamma of at-the-money European-style option ten to increase the remaining maturity of the option creases. Compareto at-the-money European-style call option, out-of-the- money European-style option with the same strike prianremaining maturity ha greater negative value for thet ANSWER: Vega is highest for ATM Europeoptions, so statement A is correct. lta is negative anmoves to zero S increases, so statement B is correct. Gamma increases the maturity of ATM option creases, so statement C is correct. Theta is greater (in absolute value) for short-term ATM options, so statement is incorrect. 老师您好，解析里说 Theta is greater (in absolute value) for short-term ATM options, 这个没错。可是的是 a greater negative value for theta啊，这也是对的啊，又不是比较绝对值之后值的大小。是我英文理解的问题吗？
请问C的remaining maturity不是应该是快到期的时间么？为什么里面直接把它当成两个不一样maturity的option来看了？
是理解不了
