Question

1 Approved Answer

Posted on Jul 11, 2024

a. How would you create a chart in excel of time value versus option strike price for this problem? Chart needs to include calls and

a. How would you create a chart in excel of time value versus option strike price for this problem? Chart needs to include calls and puts on the same chart as two different series.

b. Comment on the pattern of time value across option strike prices: when is it high, when is it low?

image text in transcribed

CALL OPTIONS PUT OPTIONS Open Int Vol Change Last Bid Ask Intrinsic Time Value Stock Price Strike Intrinsic Time Value Bid Ask Last Change Vol Open Int 0 0 74 0 0 0 0 0 0 68.01 0 0 100.5 90.55 80.4 70.55 41 14 30 16 81.2 70.45 60.7 65 202 211 60.75 17 4.16 11.75 4.3 5.95 2.15 4.95 3.7 3.6 48 155 317 595 986 1,501 711 1,246 1,167 1,478 712 1,100 996 2,632 1,686 777 569 0.15 0.23 0.2 0.26 0.49 0.91 1.65 2.91 5.05 6.3 7.95 10.4 12.8 52 42.15 33.65 24.95 21.6 18.32 15.4 12.73 10.55 8.65 1,135 418 852 1,031 886 1,347 684 1,409 1,037 391 631 3.32 3.05 2.73 2.3 231 21 392 450 162 345 569 1,126 1,229 806 489 1,182 882 310 1,236 600 352 505 115 926 304 295 414 122 172 181 31 12 620 127 2.25 51.1 41.85 33.15 25.25 21.7 18.45 15.55 12.95 10.65 8.7 7.05 5.7 4.55 3.65 2.94 2.37 1.94 1.61 1.34 1.12 1.85 1.35 85 98.8 89.9 80 70.05 60.35 50.7 41.45 32.8 24.95 21.4 18.2 15.3 12.85 10.5 8.55 6.2 5.55 4.45 3.55 2.83 2.27 1.85 1.52 1.24 1.05 0.89 0.73 0.65 0.56 0.49 0.42 0.4 0.35 0.29 0.2 0.18 7 5.55 4.55 3.87 2.82 1.07 1.17 0.77 8 $99.93 $89.93 $79.93 $69.93 $59.93 $49.93 $39.93 $29.93 $19.93 $14.93 $9.93 $4.93 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.57 $0.62 $0.47 $0.62 $0.82 $1.17 $1.92 $3.22 $5.32 $6.77 $8.52 $10.62 $12.95 $10.65 $8.70 $7.05 $5.70 $4.55 $3.65 $2.94 $2.37 $1.94 $1.61 $1.34 $1.12 $0.96 $0.83 $0.74 $0.64 $0.56 $0.51 $0.45 $0.40 $0.34 $0.29 $0.23 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 -0.08 -0.18 -0.18 -0.34 -0.55 -0.9 -1.38 -1.85 -2.3 -2 -2.2 -3.63 -2.05 4.8 -1.02 -1.17 -8.16 -6.78 -6.6 0 0 -10.05 -9.32 -1.5 -26.5 380 390 400 410 420 430 440 450 460 465 470 475 480 485 490 495 500 505 510 515 520 525 530 535 540 545 550 555 560 565 570 575 580 590 600 610 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.07 $5.07 $10.07 $15.07 $20.07 $25.07 $30.07 $35.07 $40.07 $45.07 $50.07 $55.07 $60.07 $65.07 $70.07 $75.07 $80.07 $85.07 $90.07 $95.07 $100.07 $110.07 $120.07 $130.07 $0.16 $0.15 $0.20 $0.28 $0.51 $0.89 $1.66 $2.90 $5.10 $6.60 $8.35 $10.45 $12.78 $10.53 $8.58 $6.93 $5.58 $4.48 $3.63 $2.88 $2.38 $1.93 $1.63 $1.33 $1.13 $1.08 $0.88 $0.73 $0.78 $1.13 $0.53 $0.53 $0.98 $0.58 $0.48 $1.78 0.03 0.1 0.12 0.26 0.43 0.85 1.54 2.85 4.9 6.4 8.15 10.25 12.65 15.4 18.4 21.75 25.3 29.2 33.3 37.6 42.1 46.6 51.25 55,95 60.75 65.6 70.45 75.35 80.3 84.1 90.1 95.1 98.95 119 119.95 128.6 0.16 0.15 0.2 0.28 0.51 0.89 1.66 2.9 5.1 6.6 8.35 10.45 12.85 15.6 18.65 22 25.65 29.55 33.7 37.95 42.45 47 51.7 56.4 61.2 66.15 70.95 75.8 80.85 86.2 90.6 95.6 101.05 110.65 120.55 131.85 10 10 26 0 97 897 348 383 195 199 202 527 0 72 55 128 20 185 104 303 83 48 31 16 29 12 108 23 15 18.1 20.65 25.75 29.55 30.34 35.5 39.35 50.4 56 54.5 57.73 66.45 69.05 75.5 84.65 o 91.76 118.59 130.6 113.91 119 5 2.4 1.92 1.63 1.29 1.15 0.95 0.8 0.66 0.61 0.52 52 52 0.72 0.43 0.38 0.21 0.33 0.29 0.15 0.12 0.19 0.15 0.12 0.08 0.13 0.96 16 51 8 28 87 0.83 0.74 0.64 1 0 45 5 0 0.56 0 50 140 19 66 25 0 22 0 56 14 0 0.46 0.42 0.35 0.35 20 70 0.51 0.45 0.4 0.34 0.29 0.23 31 9 0.11 138 18 0 0 53 0 0 o 1 0 0 oo 0 0 0 0 0 CALL OPTIONS PUT OPTIONS Open Int Vol Change Last Bid Ask Intrinsic Time Value Stock Price Strike Intrinsic Time Value Bid Ask Last Change Vol Open Int 0 0 74 0 0 0 0 0 0 68.01 0 0 100.5 90.55 80.4 70.55 41 14 30 16 81.2 70.45 60.7 65 202 211 60.75 17 4.16 11.75 4.3 5.95 2.15 4.95 3.7 3.6 48 155 317 595 986 1,501 711 1,246 1,167 1,478 712 1,100 996 2,632 1,686 777 569 0.15 0.23 0.2 0.26 0.49 0.91 1.65 2.91 5.05 6.3 7.95 10.4 12.8 52 42.15 33.65 24.95 21.6 18.32 15.4 12.73 10.55 8.65 1,135 418 852 1,031 886 1,347 684 1,409 1,037 391 631 3.32 3.05 2.73 2.3 231 21 392 450 162 345 569 1,126 1,229 806 489 1,182 882 310 1,236 600 352 505 115 926 304 295 414 122 172 181 31 12 620 127 2.25 51.1 41.85 33.15 25.25 21.7 18.45 15.55 12.95 10.65 8.7 7.05 5.7 4.55 3.65 2.94 2.37 1.94 1.61 1.34 1.12 1.85 1.35 85 98.8 89.9 80 70.05 60.35 50.7 41.45 32.8 24.95 21.4 18.2 15.3 12.85 10.5 8.55 6.2 5.55 4.45 3.55 2.83 2.27 1.85 1.52 1.24 1.05 0.89 0.73 0.65 0.56 0.49 0.42 0.4 0.35 0.29 0.2 0.18 7 5.55 4.55 3.87 2.82 1.07 1.17 0.77 8 $99.93 $89.93 $79.93 $69.93 $59.93 $49.93 $39.93 $29.93 $19.93 $14.93 $9.93 $4.93 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.57 $0.62 $0.47 $0.62 $0.82 $1.17 $1.92 $3.22 $5.32 $6.77 $8.52 $10.62 $12.95 $10.65 $8.70 $7.05 $5.70 $4.55 $3.65 $2.94 $2.37 $1.94 $1.61 $1.34 $1.12 $0.96 $0.83 $0.74 $0.64 $0.56 $0.51 $0.45 $0.40 $0.34 $0.29 $0.23 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 $479.93 -0.08 -0.18 -0.18 -0.34 -0.55 -0.9 -1.38 -1.85 -2.3 -2 -2.2 -3.63 -2.05 4.8 -1.02 -1.17 -8.16 -6.78 -6.6 0 0 -10.05 -9.32 -1.5 -26.5 380 390 400 410 420 430 440 450 460 465 470 475 480 485 490 495 500 505 510 515 520 525 530 535 540 545 550 555 560 565 570 575 580 590 600 610 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.00 $0.07 $5.07 $10.07 $15.07 $20.07 $25.07 $30.07 $35.07 $40.07 $45.07 $50.07 $55.07 $60.07 $65.07 $70.07 $75.07 $80.07 $85.07 $90.07 $95.07 $100.07 $110.07 $120.07 $130.07 $0.16 $0.15 $0.20 $0.28 $0.51 $0.89 $1.66 $2.90 $5.10 $6.60 $8.35 $10.45 $12.78 $10.53 $8.58 $6.93 $5.58 $4.48 $3.63 $2.88 $2.38 $1.93 $1.63 $1.33 $1.13 $1.08 $0.88 $0.73 $0.78 $1.13 $0.53 $0.53 $0.98 $0.58 $0.48 $1.78 0.03 0.1 0.12 0.26 0.43 0.85 1.54 2.85 4.9 6.4 8.15 10.25 12.65 15.4 18.4 21.75 25.3 29.2 33.3 37.6 42.1 46.6 51.25 55,95 60.75 65.6 70.45 75.35 80.3 84.1 90.1 95.1 98.95 119 119.95 128.6 0.16 0.15 0.2 0.28 0.51 0.89 1.66 2.9 5.1 6.6 8.35 10.45 12.85 15.6 18.65 22 25.65 29.55 33.7 37.95 42.45 47 51.7 56.4 61.2 66.15 70.95 75.8 80.85 86.2 90.6 95.6 101.05 110.65 120.55 131.85 10 10 26 0 97 897 348 383 195 199 202 527 0 72 55 128 20 185 104 303 83 48 31 16 29 12 108 23 15 18.1 20.65 25.75 29.55 30.34 35.5 39.35 50.4 56 54.5 57.73 66.45 69.05 75.5 84.65 o 91.76 118.59 130.6 113.91 119 5 2.4 1.92 1.63 1.29 1.15 0.95 0.8 0.66 0.61 0.52 52 52 0.72 0.43 0.38 0.21 0.33 0.29 0.15 0.12 0.19 0.15 0.12 0.08 0.13 0.96 16 51 8 28 87 0.83 0.74 0.64 1 0 45 5 0 0.56 0 50 140 19 66 25 0 22 0 56 14 0 0.46 0.42 0.35 0.35 20 70 0.51 0.45 0.4 0.34 0.29 0.23 31 9 0.11 138 18 0 0 53 0 0 o 1 0 0 oo 0 0 0 0 0