Brilliant

Practice

Algebra
Geometry
Number Theory
Calculus
Probability
Basic Mathematics
Logic
Classical Mechanics
Electricity and Magnetism
Computer Science
Quantitative Finance
Chemistry

rocket with vector

Excel in math and science.

Log in with Facebook Log in with Google Log in with email

Join using Facebook Join using Google Join using email

Forgot password? New user? Sign up

Existing user? Log in

Comparing Vega of options across strikes and time

Quantitative Finance Level 1

When the stock is trading at 100, which of the following options have the largest vega?

Call on the 100 strike with 1 month to expiry Call on the 80 strike with 1 months to expiry Call on the 80 strike with 3 months to expiry Call on the 100 strike with 3 months to expiry

View solutions

rocket with vector

Your answer seems reasonable. Find out if you're right!

Sign up to access problem solutions.

That seems reasonable. Find out if you're right!

Sign up to save your progress!

Log in with Facebook Log in with Google Log in with email

Join using Facebook Join using Google Join using email

Forgot password? New user? Sign up

Existing user? Log in

by Calvin Lin

×

Problem Loading...

Note Loading...

Set Loading...