Question: Using this table, compare option 1 to option 2 , and choose which option should be more expensive? ( simply circle your answers, you should
Using this table, compare option to option and choose which option should be more expensive? simply circle your answers, you should have options circled
tablestock,tablecurrentstockpricetablecall orputstrike,delta,tableimpliedvolatilitytableexpirationdatetableoption option JPMcall,JunJPMcall,Juntableoption option NVDA,call,JunGScall,Juntableoption option AAPL,put,JunAAPLput,Septableoption option TSLA,call,JunTSLAcall,Jun
a Using our 'triangle' example of volatility, time, and moneyness, for each of the sets of options, which factor was the main driver of the option price being higher?
b Which is likely the most expensive option?
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