In a one-period binomial model,assume that the current stock price is $100,and that it will rise to $110 or fall to $90 after one month.What is the delta of a 99-strike one-month put option?
A) $- 0.50$
B) $- 0.45$
C) $+ 0.45$
D) $+ 0.50$

Name: In a one-period binomial model,assume that the current stock price is $100,and that it will rise to $110 or fall to $90 after one month.What is the delta of a 99-strike one-month put option? A) $- 0.50$ B) $- 0.45$ C) $+ 0.45$ D) $+ 0.50$
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The Answer is B

In a One-Period Binomial Model,assume That the Current Stock Price −0.50- 0.50−0.50

In a One-Period Binomial Model,assume That the Current Stock Price $- 0.50$