a. How many Exxon Mobil September 2016 $87.5 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 13,400 futures call option on August 3, 2016? (Round your answers to 2 decimal places. (e.g., 32.16.)
c. What was the closing and dollar price of a December 2,175 call option on the S&P 500 Stock Index futures contract on August 3, 2016? (Round your answers to 1 decimal places. (e.g., 32.1).)
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?
DJ Industrials (DJX) Closing price: 183-57 Call Put Expiration Strike Price Last Sale Volume Open Interest Last Sale Volume Open Interest 16 Sep 180.00 4.55 0 5807 1.90 5440 72 181.00 3.88 22 2.58 16 Sep 16 Sep 182.00 3.40 16 12 16 Sep 183.00 2.80 141 3.00 2.75 3.87 280 485 16 Sep 184.00 1.95 10 162 16 Sep 185.00 1.52 1819 3.86 2084 16 Sep 186.00 1.05 168 4.60 45 1768 16 Dec 3.97 175.00 180.00 11.53 7.30 5505 6808 16 Dec 7666 5.35 7:35 16 Dec 185.00 4.22 1234 345 16 Dec 190.00 1.88 3487 9.70 427 16 Dec 1630 34.61 46 195.00 170.00 180.00 0.74 20.37 17 Dec 3525 10.64 2072 17 Dec 14.65 2104 14.51 1977 10 YEAR US TREASURY NOTE STRIKE CALL PUT SEP OCT DEC SEP DEC 13100 1'48 1'22 1'50 o'45 1'09 13150 1'22 1'03 o'ui o'17 o'26 o'58 1'24 13200 0'63 1'33 1'18 1'04 1'10 1'41 13250 0'51 0'38 o'28 0'44 o'39 1'29 1'59 13300 0'56 1'51 2'15 o'29 o'18 13350 o'20 o'56 1'13 1'3 2'11 0'46 0'37 237 13400 o'11 o'14 2'37 2'60 13450 o'o7 o'100 '30 2'02 3'01 3'21 EST. VOL VOLUME OPEN INT EST. VOL VOLUME OPEN INT S&P 500 (SPX) Closing price: 2166.70 Call Put Expiration Open Interest Volume Open Interest Strike Price 2090.00 Last Sale 73.25 Volume 0 Last Sale 8.30 16 Sep 1 52 1319 16 Sep 2100.00 69.30 2500 262 1600 9.65 17.85 16 Sep 2125.00 50.35 29 100 927 16 Sep 2145.00 33.40 20 71 21.80 69 2160.00 26.20 22 145 16 Sep 16 Sep 16 Sep 5773 14968 22.90 40.98 2175.00 17.20 1000 1163 2195.00 35 531 46.30 351 16 Sep 2210.00 8.35 4.42 70.10 1384 64.55 403 787 10 16 Oct 2125.00 38.70 1463 9760 4801 21719 16 Oct 53.80 515 45.85 936 33764 16 Oct 154 1316 48.00 2 2150.00 2160.00 2200.00 2250.00 46.30 25.00 16 Oct 1004 16527 72.15 O 2513 52 24 16 Oct 7.90 20 29030 98.20 + 16 Dec 2025.00 166.03 36 15265 250 23720 39.95 64.45 16 Dec 2125.00 90.10 11 12468 250 5689 S&P 500 (SPX) Closing price: 2166.70 Call Put Expiration Open Interest Volume Open Interest Strike Price 2090.00 Last Sale 73.25 Volume 0 Last Sale 8.30 16 Sep 1 52 1319 16 Sep 2100.00 69.30 2500 262 1600 9.65 17.85 16 Sep 2125.00 50.35 29 100 927 16 Sep 2145.00 33.40 20 71 21.80 69 2160.00 26.20 22 145 16 Sep 16 Sep 16 Sep 5773 14968 22.90 40.98 2175.00 17.20 1000 1163 2195.00 35 531 46.30 351 16 Sep 2210.00 8.35 4.42 70.10 1384 64.55 403 787 10 16 Oct 2125.00 38.70 1463 9760 4801 21719 16 Oct 53.80 515 45.85 936 33764 16 Oct 154 1316 48.00 2 2150.00 2160.00 2200.00 2250.00 46.30 25.00 16 Oct 1004 16527 72.15 O 2513 52 24 16 Oct 7.90 20 29030 98.20 + 16 Dec 2025.00 166.03 36 15265 250 23720 39.95 64.45 16 Dec 2125.00 90.10 11 12468 250 5689 TABLE 10-6 Option Quote, August 3, 2016 STOCK OPTIONS Prices at close August 3, 2016 ExxonMobil Underlying stock price: $87.49 Call Put Expiration Strike Price Last Sale Volume Open Interest Last Sale Volume Open Interest 16 Aug 87.00 1.13 56 1.26 22 861 2042 4265 16 Aug 87.50 0.80 1.63 1 16825 16 Sep 85.00 536 1.33 2103 3.20 1.67 16 Sep 87.50 4700 2.32 1561 3853 16 Oct 87.50 2.50 7740 3.10 16 Oct 90.00 16859 4.95 4398 1.37 5.50 87.50 8.92 140 17 Jan 17 Jan 18 Jan 520 649 90.00 4.28 507 6.50 11.66 7.42 1910 87.50 90.00 1820 2369 18 Jan 6.17 5239 12.45 STOCK INDEX OPTIONS Prices at close August 3, 2016
