A delta of 0.95 implies that the option is:
A) out of the money
B) in the money
C) at the money
D) any of the given answers, depending on other factors

Name: A delta of 0.95 implies that the option is: A) out of the money B) in the money C) at the money D) any of the given answers, depending on other factors
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Question

Quizplus · Accepted Answer

A delta of 0.95 typically indicates that the option is deeply in the money, as delta measures the rate of change of the option's price relative to the underlying asset's price.

A Delta of 0