A put option is said to be an in the money put when the current market price of the stock is below the strike price of the put. It is "in the money" because the holder of this put has the right to sell the stock above its current market price. When you have the right to sell...
In the money: 与underlying的current price相比，option的strike price具有有利的价值 对call option来说...
in the money(ITM) 和OTM,指的分别是实值期权和虚值期权,实值期权就是你当下立马行权就能获得收益的,虚值期权就是当下行权不划算的。就比如一个call当前股价是100块,strike的99的call就是实值的(ITM) 至于经典题这道题,对于put option而言,股价越涨option越不值钱,所以delta是负数(永远都是,除非你的头寸是卖出...
In-the-money put options For a put option to be ITM, the current market price of the underlying asset must be lower than the option's strike price. Put Option: An ITM put option is one where the current market price of the underlying asset is lower than the option's strike price. In...
当股价S<10元/股时,期权处于out of the money状态,期权持有人不会行权。 当股价S=10元/股时,期权处于at the money状态,处于行权的临界点。 put option,X=10元/股, 当股价S<10元时,期权处于in the money状态,行权以高于市场价的10元/股卖出股票会获利。 当股价S>10元时,期权处于out of the money状态...
A put option is “in-the-money” when: A. there is no put option with a lower exercise price in the expiration series. B. the stock price is higher than the exercise price of the option. C. the stock price is lower than the exercise price of the option. 相关知识点: 试题来源: ...
What is a Put Option? In-The-Money Deep in the Money Out-Of-The-Money Definition of "In the Money Call": A call option is said to be in the money when the current market price of the stock is above the strike price of the call. It is "in the money" because the holder of the...
C. the stock price is lower than the exercise price of the option. 正确答案:C 分享到: 答案解析: The put option is in-the-money if the stock price is below the exercise price. 统计:共计46人答过,平均正确率84.78% 问题:进入高顿部落发帖帮助...
The phrase in the money (ITM) refers to an option that possessesintrinsic value. An option that's in the money is an option that presents a profit opportunity due to the relationship between the strike price and the prevailing market price of the underlying asset. An in-the-moneycalloption ...
A put option is consideredin the money(ITM) when the underlying security's currentmarket priceis below that of the put option. The put option is in the money because the put option holder has the right to sell the underlying security above its current market price. When there is a right...