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ACI

3I0-012 · Question #614

The delta of an at-the-money long call option is:

The correct answer is B. +0.5. See the full explanation below for the reasoning.

Question

The delta of an at-the-money long call option is:

Options

  • ABetween +0.5 and +1
  • B+0.5
  • CBetween 0 and +0.5
  • DZero

How the community answered

(38 responses)
  • A
    3% (1)
  • B
    84% (32)
  • C
    3% (1)
  • D
    11% (4)

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