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In the Black-Scholes model when everything else is held constant, the deltas of European call...

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Finance

In the Black-Scholes model when everything else is held constant, the deltas of European call and put options with the same strike and maturity, they both increase as the stock price increases because:

Group of answer choices

The gammas of the call and the put are strictly positive for all values of the stock price.

The vegas of the call and the put are strictly positive for all values of the stock price.

The stock price is always positive in the Black-Scholes model.

It is not clear how the delta should move as the stock price increases.

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