You have now reached the end of Course 11. Let’s see how much you learned.
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Question 1 of 9
1. Question
Which of these definitions for gamma is correct?
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Question 2 of 9
2. Question
Which of the following statements is true?
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Question 3 of 9
3. Question
Imagine you buy a call option with a delta of 0.35, and gamma of 0.03. If the underlying price increases by $1 and everything else remains constant, what would you expect your delta to be?
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Question 4 of 9
4. Question
Imagine you buy a put option with a delta of 0.35, and gamma of 0.03. If the underlying price increases by $1 and everything else remains constant, what would you expect your delta to be?
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Question 5 of 9
5. Question
Imagine you sell a call option with a delta of 0.2, and a gamma of 0.01. If the underlying price increases by $1, what would you expect your delta to be?
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Question 6 of 9
6. Question
Where an option’s strike price is in relation to the current underlying price will affect the option’s gamma. Assuming IV and DTE are both relatively low, what type of option typically has the most gamma?
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Question 7 of 9
7. Question
Given what you learned about the gamma for multileg option positions in lecture 11.5, what is the total gamma of a position consisting of the following two options:
+1 call with a gamma of 0.1
+1 put with a gamma of 0.08
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Question 8 of 9
8. Question
Sticking with multileg positions, what is the total gamma of a position consisting of the following options:
+1 call with a gamma of 0.02
1 put with a gamma of 0.02
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Question 9 of 9
9. Question
If we define two options as follows:
Option A with a gamma of 0.15
Option B with a gamma of 0.2
What is the vega of the following position:
+12 Option A
8 Option B
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