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　　5.    對于delta，put在in the money 時應(yīng)該趨近于-1？
　　答疑：對。The delta of an at-the-money put option is close to -0.5. Delta moves to -1 as the put goes deep in-the-money. It moves to 0 as the put goes deep out-of-the-money. 圖形如下