Aputoptionwithanexercisepriceof$45istradingfor$3.50.Thecurrentstockpriceis$45.Whatisthe<em>mostlikely</em>effectontheoption'sdeltaandgammaifthestockpriceincreasesto$50? A: Bothdeltaandgammawillincrease. B: Bothdeltaandgammawilldecrease. C: Onewillincreaseandtheotherwilldecrease.
Aputoptionwithanexercisepriceof$45istradingfor$3.50.Thecurrentstockpriceis$45.Whatisthe<em>mostlikely</em>effectontheoption'sdeltaandgammaifthestockpriceincreasesto$50? A: Bothdeltaandgammawillincrease. B: Bothdeltaandgammawilldecrease. C: Onewillincreaseandtheotherwilldecrease.
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