The delta of a put option on a stock is always __________.
A) between zero and -1
B) between -1 and 1
C) positive but less than 1
D) greater than 1

Question

Quizplus · Accepted Answer

The delta of a put option is always between zero and -1 because it measures the rate of change of the option's price with respect to a change in the underlying stock's price, and put options have a negative relationship with the stock price.

The Delta of a Put Option on a Stock Is