If the current market price of a stock is $60, which of the following options on the stock has the highest gamma?( )
A、Long call option expiring in 5 days with strike price of $30
B、Long call option expiring in 5 days with strike price of $60
C、Long call option expiring in 30 days with strike price of $30
D、Long call option expiring in 30 days with strike price of $60
发布时间:2025-01-28 04:30:08