23. WTI is trading $90.00........a 60.00 strike PUT has a value of $1.10 a Vega of...
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23. WTI is trading $90.00........a 60.00 strike PUT has a value of $1.10 a Vega of .08 and a delta of -16 a. Is this option in the money or out of the money? b. Does is the option have intrinsic value? c. What is the option's extrinsic value? d. If the volatility goes up, What happens to the value of the option? e. If you are long this option.......do you have positive gamma? T/F f. What is gamma? 23. WTI is trading $90.00........a 60.00 strike PUT has a value of $1.10 a Vega of .08 and a delta of -16 a. Is this option in the money or out of the money? b. Does is the option have intrinsic value? c. What is the option's extrinsic value? d. If the volatility goes up, What happens to the value of the option? e. If you are long this option.......do you have positive gamma? T/F f. What is gamma?
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