Junior Trader Interview - Prop Trading
2) You get the value shown on a dice. If you are not satisfied, you can roll it twice or thrice. What's the expected value of the game?
3) Put has delta -0.3. Now vol increases and decreases. How does delta change?
4) Put has delta -0.3. Now time to maturity increases and decreases. How does delta change?
5) How does gamma change when time to maturity increases?
6) How does gamma change when volatility increases?
7) ATM Gamma at t=30 days and t=1 day. Which is higher?
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