问题如下图：老师,最后这小题对于gamma的答案解释没看明白，谢谢
选项：
A. 
B. 
C. 
解释：
NO.PZ201702190300000409 neutral. positive. C is correct. Because the gamma of the stoposition is 0 anthe put gamma is always non-negative, aing a long position in put options woulmost likely result in a positive portfolio gammGamma is the change in lta from a small change in the stock’s value. A stoposition always ha lta of +1. Because the lta es not change, gamma equals 0. The gamma of a call equals the gamma of a similput, whicproven using put-call parity.put basestrategy是什么意思
neutral. positive. C is correct. Because the gamma of the stoposition is 0 anthe put gamma is always non-negative, aing a long position in put options woulmost likely result in a positive portfolio gammGamma is the change in lta from a small change in the stock’s value. A stoposition always ha lta of +1. Because the lta es not change, gamma equals 0. The gamma of a call equals the gamma of a similput, whicproven using put-call parity.这里是Long的头寸所以Gamma 是Positive，这样理解对吗？
neutral. positive. C is correct. Because the gamma of the stoposition is 0 anthe put gamma is always non-negative, aing a long position in put options woulmost likely result in a positive portfolio gammGamma is the change in lta from a small change in the stock’s value. A stoposition always ha lta of +1. Because the lta es not change, gamma equals 0. The gamma of a call equals the gamma of a similput, whicproven using put-call parity.老师，这道题在题目正文里的表达，long put 是为了hee larger moves，我的理解就是gamma hee，我觉得它是接着上面一段说的，lta hee不仅要用short call，还要同时long put,使得gamma中性，结果选B。不知道哪里出了问题？
我记得视频里说call option 是负凸性，即负gamma，put option 是更凸性即正凸，即正gamma。为什么我看你上一个同学的回答里写着long call和long put 都是正gamma
