Which of the following statements is correct regarding options' Greeks?( )
选项:
A:Theta tends to be large and positive for at-the-money options.
B:Gamma is greatest for in-the-money options with long times remaining to expiration.
C:Vega is greatest for at-the-money options with long times remaining to expiration.
D:Delta of deep in-the-money put options tends towards +1.
发布时间:2024-04-04 11:28:58