Barclays Interview Question: Would an option react more wh... | Glassdoor

Interview Question

Credit Risk Analyst Interview(Student Candidate) New York, NY

Would an option react more when it is deep in the money

 , deep out of the money, or at the money?

Interview Answer

1 Answer


Relations to delta, and the option would react more when deep in the money.

Interview Candidate on Jan 29, 2013

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