单选题
An option sold for $10 is currently in-the-money $5. If the underlying is priced at $80, which of the following best describes that option? A. Put option with an exercise price of $85. B. Put option with an exercise price of $70. C. Call option with an exercise price of $75.
【正确答案】
A
【答案解析】A call option with an exercise price of $75 or a put option with an exercise price of $85 will be currently in-the-money $5.