Junior Trader Interview Questions

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1) Delta of an ATM option with respect to volatility 2) Put has delta -0.3. Now vol increases and decreases. How does delta change? 3) Put has delta -0.3. Now time to maturity increases and decreases. How does delta change? 4) How does gamma change when time to maturity increases? 5) How does gamma change when volatility increases? 6) Difference between implied and realized volatility? 7) Which is generally higher? Why?
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Junior Trader

Interviewed at Ingensoma Trading Group

3.4
Oct 11, 2019

1) Delta of an ATM option with respect to volatility 2) Put has delta -0.3. Now vol increases and decreases. How does delta change? 3) Put has delta -0.3. Now time to maturity increases and decreases. How does delta change? 4) How does gamma change when time to maturity increases? 5) How does gamma change when volatility increases? 6) Difference between implied and realized volatility? 7) Which is generally higher? Why?

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