单选题 An analyst does research about moneyness of an option. An investor owns a put option with the following terms:
Option price $7.28
Strike price $81.76
If the underlying is currently priced at $75.21, the moneyness of the option for this investor is closest to:
A. -$0.73
B. $0
C. $6.55

【正确答案】 C
【答案解析】[解析] 期权的价值(moneyness)要看其行权价和当前价格,以及该期权是看涨还是看跌,不考虑期权本身的价格。$81.76-$75.21=$6.55。