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i chose option d Senior and mezzanine got fully paid and oc got 1.8mil , remaning goes to equity. No sure wether its correct

what are the variables for both axis? I chose d as well but answer depends on axis variables

ITM/ATM/OTM The question saying that the stock price decreased to $18, so x-axis should be stock price rather than ITM/ATM/OTM

Dube, the graph is correct. But please be noted that the X aixs is Moneyness but not the stock pice. If changes as Stock price, the graph will change and you know that the Deltas will move in the same direction.

Sorry What i mean is increase or decrease at the same direction. It is impossible to move in opposite direction

I recall few question, anyone can help to provide your thought 1. Ops gross loss, use what value for the counts. I choose replacement cost instead of book value 2. 4 million CVA maximum, i chose position 4.. seems to be easy [might be trapped] 3. change position, transfer USD800000 to other...

Mathematically speaking under BSM, Call Delta - 1 = Put Delta. e.g. Call Delta = 1 then Put Delta = 0 So they must increase/decrease at the same time