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Describe what happens to the delta

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1. If you have a short put and the stock rises, describe what happens to the delta.

2. If you have a short put and the time to expiration decreases, describe what happens to the theta.

3. If you have a long straddle and the Vega rises, purely as a function of the Vega alone, describe the anticipated value of the straddle.

4. If you have a short straddle and the Vega rises, purely as a function of the Vega alone, describe the anticipated value of the straddle.

5. If the Vega rises, what does that suggest about the underlying asset value, and its' call delta?

Reference no: EM132806990

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