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Posted on Aug 02, 2024

10 YEAR US TREASURY NOTE STRIKE CALL PUT SEP OCT DEC SEP DEC 13100 1'48 1'22 1'50 o'11 1'09 13150 1'22 1'33 o'17 o'26 0.45

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10 YEAR US TREASURY NOTE STRIKE CALL PUT SEP OCT DEC SEP DEC 13100 1'48 1'22 1'50 o'11 1'09 13150 1'22 1'33 o'17 o'26 0.45 0 58 1'10 1'24 141 13200 0'63 1'18 1'03 0 51 0'38 o'28 13250 0'44 o'39 1'29 1'59 13300 o'29 0'56 1'51 2'15 1'04 0'56 0'46 o'37 13350 o'18 o'20 1'13 2'11 237 13400 o'11 o'14 13 2'37 2'60 13450 o'o7 o'10 o'30 2'02 3'01 3'21 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 89481 106300 1063053 50758 98329 936900 5-YEAR US TREASURY NOTE STRIKE CALL PUT SEP OCT DEC SEP OCT DEC S&P 500 (SPX) Closing price: 2166.70 Call Put Expiration Strike Price Last Sale Volume Open Interest Last Sale Volume Open Interest 16 Sep 2090.00 73.25 o 1 8.30 52 1319 2100.00 69.30 2500 14 262 1600 16 Sep 16 Sep 9.65 17.85 2125.00 50.35 29 100 0 927 16 Sep 2145.00 33-40 20 71 10 69 2160.00 26.20 22 5773 74 145 2175.00 17.20 1000 14968 O 16 Sep 16 Sep 16 Sep 16 Sep 16 Oct 1163 351 2195.00 8.35 35 21.80 22.90 40.98 46.30 64.55 38.70 45.85 531 0 2210.00 4.42 787 403 1384 4801 2125.00 70.10 10 1463 9760 16 Oct 2150.00 53.80 515 21719 936 33764 16 Oct 2160.00 46.30 154 1316 48.00 43 2513 16 Oct 2200.00 25.00 1004 16527 72.15 0 52 16 Oct 2250.00 7.90 20 29030 98.20 4 24 16 Dec 2025.00 166.03 36 39.95 250 23720 15265 12468 16 Dec 2125.00 90.10 11 64.45 250 5689 16 Dec 2175.00 59.15 9 21315 0 7028 85.80 96.60 16 Dec 2200.00 45.05 1103 41739 1 6948 Return to question 9 Refer to Table 10-6 Price quotes are stated in 1/64ths 2 points a. How many ExxonMobil October 2016 $90.00 put options were outstanding at the open of trading on August 3, 2016? b. What was the closing price of a 10-year Treasury note December 13300 futures call option on August 3, 2016? c. What was the closing and dollar price of a December 2160 call option on the S&P 500 Stock Index futures contract on August 3, 2016? d. What was the open interest on September 2016 put options (with an exercise price of 185) on the DJ Industrial Average stock index on August 3, 2016? Answer is not complete. a. 4,398 b. C. Put options Closing price Closing price Dollar price Open interest $ 184 X d. 2,084 10 YEAR US TREASURY NOTE STRIKE CALL PUT SEP OCT DEC SEP DEC 13100 1'48 1'22 1'50 o'11 1'09 13150 1'22 1'33 o'17 o'26 0.45 0 58 1'10 1'24 141 13200 0'63 1'18 1'03 0 51 0'38 o'28 13250 0'44 o'39 1'29 1'59 13300 o'29 0'56 1'51 2'15 1'04 0'56 0'46 o'37 13350 o'18 o'20 1'13 2'11 237 13400 o'11 o'14 13 2'37 2'60 13450 o'o7 o'10 o'30 2'02 3'01 3'21 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT 89481 106300 1063053 50758 98329 936900 5-YEAR US TREASURY NOTE STRIKE CALL PUT SEP OCT DEC SEP OCT DEC S&P 500 (SPX) Closing price: 2166.70 Call Put Expiration Strike Price Last Sale Volume Open Interest Last Sale Volume Open Interest 16 Sep 2090.00 73.25 o 1 8.30 52 1319 2100.00 69.30 2500 14 262 1600 16 Sep 16 Sep 9.65 17.85 2125.00 50.35 29 100 0 927 16 Sep 2145.00 33-40 20 71 10 69 2160.00 26.20 22 5773 74 145 2175.00 17.20 1000 14968 O 16 Sep 16 Sep 16 Sep 16 Sep 16 Oct 1163 351 2195.00 8.35 35 21.80 22.90 40.98 46.30 64.55 38.70 45.85 531 0 2210.00 4.42 787 403 1384 4801 2125.00 70.10 10 1463 9760 16 Oct 2150.00 53.80 515 21719 936 33764 16 Oct 2160.00 46.30 154 1316 48.00 43 2513 16 Oct 2200.00 25.00 1004 16527 72.15 0 52 16 Oct 2250.00 7.90 20 29030 98.20 4 24 16 Dec 2025.00 166.03 36 39.95 250 23720 15265 12468 16 Dec 2125.00 90.10 11 64.45 250 5689 16 Dec 2175.00 59.15 9 21315 0 7028 85.80 96.60 16 Dec 2200.00 45.05 1103 41739 1 6948 Return to question 9 Refer to Table 10-6 Price quotes are stated in 1/64ths 2 points a. How many ExxonMobil October 2016 $90.00 put options were outstanding at the open of trading on August 3, 2016? b. What was the closing price of a 10-year Treasury note December 13300 futures call option on August 3, 2016? c. What was the closing and dollar price of a December 2160 call option on the S&P 500 Stock Index futures contract on August 3, 2016? d. What was the open interest on September 2016 put options (with an exercise price of 185) on the DJ Industrial Average stock index on August 3, 2016? Answer is not complete. a. 4,398 b. C. Put options Closing price Closing price Dollar price Open interest $ 184 X d. 2,084