7 questions · pass mark 60%. Each answer comes with an explanation, so the quiz teaches as it tests.
1Delta measures sensitivity to...
2Which Greek is POSITIVE for an option seller?
3Gamma is highest when an option is...
4You are right on direction but your long option loses value after a result announcement. The likely culprit is...
5For a typical weekly index option, which Greek is least relevant?
6A 0.30-delta call roughly behaves like holding how much of the underlying?
7Why is a short option position near expiry considered dangerous despite rich theta?