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ACI

3I0-012 · Question #182

An option premium is normally a positive function of:

The correct answer is D. the implied volatility of the price of the underlying. See the full explanation below for the reasoning.

Question

An option premium is normally a positive function of:

Options

  • Athe traded volume
  • Bthe historical volatility of the price of the underlying commodity
  • Cthe style (European or American) of the option
  • Dthe implied volatility of the price of the underlying

How the community answered

(38 responses)
  • A
    16% (6)
  • B
    8% (3)
  • C
    5% (2)
  • D
    71% (27)

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