微信扫一扫
实时资讯全掌握
|
Call and put option values are most sensitive to changes in the volatility of the underlying when: A. both calls and puts are at-the-money. B. both calls and puts are deep in-the-money. C. both puts and calls are deep out-of-the-money. D. calls are deep out-of-the-money and puts are deep in-the-money. |