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If you are both long 100 shares of the 1-year $2550-strike call option on the SPX, and long 100 shares of the 1-year $2550-strike put

If you are both long 100 shares of the 1-year $2550-strike call option on the SPX, and long 100 shares of the 1-year $2550-strike put option on the SPX, what will be your payoff if the index level at the expiry (1 year later) reaches $2,500.

A) -55000

B) 5000

C) 45000

D) 55000

E) None of the above

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