Option price relations can be seen by looking at real-time pricing, market data, and data for exchange-traded call and put options found on OMON, CALL, and PUT. Using the OMON screen for selected a stock, examine to see if the following price relations hold:

a. \(C_{t} \geq \operatorname{Max}\left[S_{t}-X, 0\right]\)

b. \(P_{t} \geq \operatorname{Max}\left[X-S_{t}, 0\right]\)

c. \(C_{t}\left(X_{1}\right)>C_{t}\left(X_{2}\right)\)

d. \(P_{t}^{\mathrm{e}}\left(X_{2}\right)>P_{t}^{\mathrm{e}}\left(X_{1}\right)\)

e. \(C_{t}\left(X_{1}\right)-C_{t}\left(X_{2}\right)

f. \(P_{t}\left(X_{2}\right)-P_{t}\left(X_{1}\right)

g. \(C_{t}\left(T_{2}\right)>C_{t}\left(T_{1}\right)\)

h. \(P_{t}\left(T_{2}\right)>P_{t}\left(T_{1}\right)\)

i. \(P_{t}+S_{\mathrm{t}}=P_{t}+P V(X)\)

j. \(C_{t}^{\mathrm{e}}\left(X_{1}\right)-C_{t}^{\mathrm{e}}\left(X_{2}\right)+P_{t}^{\mathrm{e}}\left(X_{2}\right)-P_{t}^{\mathrm{e}}\left(X_{1}\right)=P V\left(X_{2}-X_{1}\right)\)