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An investor is looking to create an options portfolio on XYZ stock that will have virtually zero vega exposure while maximizing the ability to profit from increases in interest rates. If the current price of XYZ is $50, which of the following would accomplish his goals? A Sell a call with a strike price of $50 B Buy a call with a strike price of $25 C Sell a put with a strike price of $50 D Buy a put with a strike price of $25 这一题有一点混淆,什么时候是ITM,什么时候是OTM?还有就是VEGA=0为什么就是deep in the money或者deep out of the money?上课老师说的都可以明白,为什么一做题目就全部都不懂?o(╥﹏╥)o
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