Question: Three put options are written on the same stock. They have the following deltas: -0.9, -0.5, and -0.1. The intern at the back office got
Three put options are written on the same stock. They have the following deltas: -0.9, -0.5, and -0.1. The intern at the back office got things mixed up. Please tell in the following table which delta belongs to which put option (please explain why)?
Put X Delta
A 10
B 20
C 30
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