Question: Explain why both put and call options are worth more if the stock return standard deviation is higher but put and call options are affected

Explain why both put and call options are worth more if the stock return standard deviation is higher but put and call options are affected oppositely by the stock price.

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Explain why both put and call options are worth more if the stock return standard deviation is higher but put and call options are affected oppositely by the stock price.

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