问题如下：
Which of the following statements is incorrect?
选项： The vega of a European-style call option is
highest when the option is at-the-money.
The delta of a European-style put option moves toward zero as the price of the underlying stock rises.
C.The gamma of an at-the-money European-style option tends to increase as the remaining maturity of the option decreases.
D.Compared to an at-the-money European-style call option, an out-of-the- money European-style option with the same strike price and remaining maturity has a greater negative value for theta.
解释：
ANSWER: D
Vega is highest for ATM European options, so statement A is correct. Delta is negative and moves to zero as S increases, so statement B is correct. Gamma increases as the maturity of an ATM option decreases, so statement C is correct. Theta is greater (in absolute value) for short-term ATM options, so statement D 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d选项说的是 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？
