问题
单项选择题
An analyst does research about option moneyness. An investor paid $5 for a put option that was in-the-money $3. If the price of the underlying was $59 at the time the investor purchased the put option, the exercise price of that put option was closest to:
A. $51
B. $56
C. $62
答案
参考答案：C
解析： 因为是看跌期权，只有当前价格低于行权价格，该看跌期权才是价内的，并且与期权成本无关。题目中，期权当前价格是$59，只有当行权价为$62时，该看跌期权才是价内$3。