问题如下：
Which of the following statements is true regarding options Greeks?
选项：
A. Theta tends to be large and positive when
buying at-the-money options.
B. Gamma is greatest for in-the-money options
with long maturities.
C. Vega is greatest for at-the-money options with
long maturities.
D. Delta of deep in-the-money put options tends
toward +1.
解释：
ANSWER: C
Theta is negative for long positions in ATM options, so A is incorrect. Gamma is small for ITM options, so B is incorrect. Delta of ITM puts tends to -1, so D is incorrect.
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