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Close Strike Price Expiration Vol. Last Vol. Last Hendreeks 103 100 Feb 72 5.20 50 2.40 103 100 Mar 41 8.40 29 4.90 103 100

Close Strike Price Expiration Vol. Last Vol. Last
Hendreeks
103 100 Feb 72 5.20 50 2.40
103 100 Mar 41 8.40 29 4.90
103 100 Apr 16 10.68 10 6.60
103 100 Jul 8 14.30 2 10.10

a. Suppose you write 35 of the Apr 100 put contracts. What is your net gain or loss if Hendreeks is selling for $95.90 at expiration? For $112?

95.90 at expiration net gain of $______
$112 at expiration net gain of $______

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