Using the Black-Scholes model,the delta of a put option is:

A) $ N(d 1) $
B) $ N(-d) $
C) $ \mathrm{N}(\mathrm{d} 2) $
D) $ \mathrm{N}(-\mathrm{d} 2) $

Name: Using the Black-Scholes model,the delta of a put option is: A) $ N(d 1) $ B) $ N(-d) $ C) $ \mathrm{N}(\mathrm{d} 2) $ D) $ \mathrm{N}(-\mathrm{d} 2) $
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Question

Using the Black-Scholes model,the delta of a put option is:

A) $ N(d 1) $
B) $ N(-d) $
C) $ \mathrm{N}(\mathrm{d} 2) $
D) $ \mathrm{N}(-\mathrm{d} 2) $

Quizplus · Accepted Answer

Looking at equation 16.26,we can see that the delta of a put option is N(-d1).

Using the Black-Scholes Model,the Delta of a Put Option Is N(d1) N(d 1) N(d1)

Using the Black-Scholes Model,the Delta of a Put Option Is $N(d 1)$