This is the ultimate showdown of the 5-day series! A prize pool of 180 USDC is waiting for you to share. If you miss today, you'll have to wait until next year.
The final vocabulary puzzle is ready. Guess these options terms:
1. What is the term for the point where the option price is zero 2. The difference in implied volatility between call and put options at the same Delta value — this phenomenon has a name 3. Which Greek letter measures the sensitivity of Delta to implied volatility
Quickly answer for a chance to win USDC. The event is time-limited, join now!
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SeeYouInFourYears
· 2h ago
Oh, I got it—strike price, skew, vanna... I know this set of strategies well.
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RunWithRugs
· 15h ago
Ha, it's that "last day" routine again. I'll have to go through it all over again next year.
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MrDecoder
· 15h ago
Quickly go all in, Strike, Skew, Vanna, I can answer this question blindfolded.
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DuckFluff
· 15h ago
Oh no, still didn't get it right, these Greeks are really amazing
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ReverseTradingGuru
· 15h ago
Hi, it's the last day to crack the problem, let's go!
It's those Greek letters again, my head is about to explode haha.
Strike price, skew, vanna... this combination really has some substance.
180u isn't much, but it's free, so why not?
The question where the strike is zero is a bit tricky, I need to think it over again.
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PonziWhisperer
· 15h ago
Alright, bro, this round's challenge is a bit tough, but I still have to fight for the 180 U.
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FalseProfitProphet
· 16h ago
Is it the last day? Strike, Skew, Vanna... Can these problem-solving options be exchanged for USDC? I'm a bit tempted.
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NFT_Therapy_Group
· 16h ago
Wow, this question is amazing, I need to go all out!
Options Knowledge Challenge · Final Sprint Day
This is the ultimate showdown of the 5-day series! A prize pool of 180 USDC is waiting for you to share. If you miss today, you'll have to wait until next year.
The final vocabulary puzzle is ready. Guess these options terms:
1. What is the term for the point where the option price is zero
2. The difference in implied volatility between call and put options at the same Delta value — this phenomenon has a name
3. Which Greek letter measures the sensitivity of Delta to implied volatility
Quickly answer for a chance to win USDC. The event is time-limited, join now!