Fill in the circles the call values: What answer corresponds with the field labeled #24 above?

Fill in the circles the call values: What answer corresponds with the field labeled #25 above?

Fill in the circles the call values: What answer corresponds with the field labeled #26 above?

Today, the delta (hedge ratio) is = ..

Today, we sell a call on 1000 shares. In order to delta hedge, net of the premium taken, we will have to borrow $.................

In the binomial tree, the numbers in squares are stock prices. Today, the stock is at 50 and can go up to 55 and down to 45 over the next week, the expiry date. We are pricing a call struck at 49. Write the option values in the circles. 55 #25 50 #24 45 #26 S-S Compute the probability of the up-step: q = S-S =