Regarding option Greeks, which of the following statements are true and why?
(i) Theta for a call option is negative.
(ii) Gamma is the same for a call and a put with same strike price and time to expiry.
(iii) Vega is maximal for at-the-money options.
(iv) Rho for a call option is positive.
(v) Psi increases for a put option as time to expiration increases