Question: 29. According to the information shown in the table below, which option is most likely to be at or nearest the money? Option Type Strike

29. According to the information shown in the table below, which option is most likely to be at or nearest the money?

Option Type

Strike

Price

Delta

Theta

A

Put

38

3.55

-.76

-.03

B

Put

37

2.81

-.67

-.03

C

Put

36

2.05

-.58

-.03

D

Put

35

1.51

-.47

-.04

E

Put

34

1.10

-.37

-.03

F

Put

33

.79

-.28

-.03

G

Put

32

.58

-.21

-.02

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