An analyst does research about moneyness o

问题单项选择题

An analyst does research about moneyness of an option. An investor owns a put option with the following terms:

Option price	$7.28
Strike price	$81.76

If the underlying is currently priced at $75.21, the moneyness of the option for this investor is closest to:（）

A. -$0.73

B. $0

C. $6.55

答案

参考答案：C

解析：

期权的价值(moneyness)要看其行权价和当前价格，以及该期权是看涨还是看跌，不考虑期权本身的价格。$81.76-$75.21=$6.55。