n NISM Certifications
VIII NISM Series VIII
Medium

What will be the Delta for a Far Out-of-the-money option?

Practice question from NISM Series VIII - Mock Test 4 — bank. The correct answer is highlighted below with a full explanation.

Options

  1. Near 0

    Correct answer

  2. B

    Near 1

  3. C

    Near -1

  4. D

    Near 2

A full explanation for this question is being written. In the meantime, the correct answer is highlighted above.

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