An option broker has a client that wants a 1485 strike FEB-2020 option. No options have traded recently, what do you think the value should be for this option given the trading information below. Trade Date is 12/6/19. First Trade Contract Month Product Code Settlement Last Trade 26 Apr 2018 Jan 2020 OGF20 26 Dec 2019 26 Dec 2019 25 May 2018 Feb 2020 OGG20 28 Jan 2020 28 Jan 2020 Underlying Prior Charts Last Change High Low Volume Future Settle Show Feb-2020 Price 1464.5 -18.6 1483.1 1485.3 1463.3 305085 Chart Calls Puts Prior Strike Prior Volume Change Last Last Change Settle Price Settle 0 44.6 - 1445 11.4 4.8 6.6 12 41 -12.2 28.8 1450 13 5.1 7.9 13 37.5 -12.4 25.1. 1455 15.9 6.4 9.5 Volume Volatility 565 1859 127 565 34.3 -11.8 6.7 11.2 611 22.5 1460 20 1465 17.9 20.5 46 31.3 -11.3 7.3 13.2 1278 410 28.5 -10.5 18 1470 23.1 7.6 15.5 194 24 26 -9.8 16.2 1475 21.6 3.7 17.9 10 97 23.7 -8.4 15.3 1480 29.7 9.1 20.6 47 6.07% 28 21.5 - 1485 33.2 9.8 23.4 27 ????? 28 21.5 - 1485 33.2 9.8 23.4 27 ????? 11.8 1490 30.2 3.7 26.5 57 6.61% 145 19.6 -7.8 Black-Scholes by Espen Gaarder Haug S ? X ? T ? 2.00% ? r d1 d2 #VALUE! #VALUE! call value put value #VALUE! #VALUE! HTML Editor - IX E 5 x x V TT 12pt Paragraph An option broker has a client that wants a 1485 strike FEB-2020 option. No options have traded recently, what do you think the value should be for this option given the trading information below. Trade Date is 12/6/19. First Trade Contract Month Product Code Settlement Last Trade 26 Apr 2018 Jan 2020 OGF20 26 Dec 2019 26 Dec 2019 25 May 2018 Feb 2020 OGG20 28 Jan 2020 28 Jan 2020 Underlying Prior Charts Last Change High Low Volume Future Settle Show Feb-2020 Price 1464.5 -18.6 1483.1 1485.3 1463.3 305085 Chart Calls Puts Prior Strike Prior Volume Change Last Last Change Settle Price Settle 0 44.6 - 1445 11.4 4.8 6.6 12 41 -12.2 28.8 1450 13 5.1 7.9 13 37.5 -12.4 25.1. 1455 15.9 6.4 9.5 Volume Volatility 565 1859 127 565 34.3 -11.8 6.7 11.2 611 22.5 1460 20 1465 17.9 20.5 46 31.3 -11.3 7.3 13.2 1278 410 28.5 -10.5 18 1470 23.1 7.6 15.5 194 24 26 -9.8 16.2 1475 21.6 3.7 17.9 10 97 23.7 -8.4 15.3 1480 29.7 9.1 20.6 47 6.07% 28 21.5 - 1485 33.2 9.8 23.4 27 ????? 28 21.5 - 1485 33.2 9.8 23.4 27 ????? 11.8 1490 30.2 3.7 26.5 57 6.61% 145 19.6 -7.8 Black-Scholes by Espen Gaarder Haug S ? X ? T ? 2.00% ? r d1 d2 #VALUE! #VALUE! call value put value #VALUE! #VALUE! HTML Editor - IX E 5 x x V TT 12pt Paragraph
