问一道题：NO.PZ2016082404000027 [ FRM I ]

NO.PZ2016082404000027问题如下 A 90-y European put option on Microsoft hexercise priof $30. The current market price for Microsoft is $30. The lta for this option is close to   -1   -0.5   0.5   1 ANSWER: B The option is ATM because the strike priis close to the spot price. This is a put, so the lta must close to -0.5. 请问是哪的知识点。。。。

     老师，请教个问题，是不是从long的角度出发，ATM call的lta=0.5，ATM put 的lta=-0.5.但从short的角度出发，ATM call=-0.5,ATM put=0.5？  我的记忆有错吗？