问题
单项选择题
An option sold for $10 is currently in-the-money $5. If the underlying is priced at $80, which of the following best describes that option()
A. Put option with an exercise price of $85.
B. Put option with an exercise price of $70.
C. Call option with an exercise price of $75.
答案
参考答案：A
解析：
A call option with an exercise price of $75 or a put option with an exercise price of $85 will be currently in-the-money $5.