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June 24 Options E = 210 Date Stock Close Price Call Put 3/21/2022 211.49 5.95 4.1 3/22/2022 216.65 11.5 3.28 3/23/2022 213.46 8.4 3.25 3/24/2022

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June 24 Options
E = 210
Date Stock Close Price Call Put
3/21/2022 211.49 5.95 4.1
3/22/2022 216.65 11.5 3.28
3/23/2022 213.46 8.4 3.25
3/24/2022 219.57 13.57 2.84
3/25/2022 221.82 14.95 1.4
3/28/2022 223.59 16.58 1
3/29/2022 229.86 22.8 1.35
3/30/2022 227.85 21.2 1.2
3/31/2022 222.36 16 1.05
4/1/2022 224.85 16 1.2
4/4/2022 233.89 24.89 0.75
4/5/2022 231.84 23 0.8
4/6/2022 223.3 18.2 1.4
4/7/2022 222.95 17.5 1.4
4/8/2022 222.33 17.4 1.42
4/11/2022 216.46 10.46 3.05
4/12/2022 214.14 8 4
4/13/2022 214.99 8.1 4.2
4/14/2022 210.18 4.25 5.1
4/18/2022 210.77 4.7 4.95
4/19/2022 217.31 10.31 4.2
4/20/2022 200.42 1.5 11.58
4/21/2022 188.07 1.5 21.6
4/22/2022 184.11 1.25 27.44
4/25/2022 186.99 1.4 25.36
4/26/2022 180.95 1.4 30.1
4/27/2022 174.95 0.85 35.75
4/28/2022 205.73 4.2 7.77
4/29/2022 200.47 3.15 11.55
5/2/2022 211.13 4.22 4.35
5/3/2022 212.03 5.03 4.15
5/4/2022 223.41 15.2 3.5
5/5/2022 208.28 3.12 3.75
5/6/2022 203.77 3 8.73
5/9/2022 196.21 1.9 14.32
5/10/2022 197.65 1.94 12.65
5/11/2022 188.74 1.44 21.95
5/12/2022 191.24 1.6 19.51
5/13/2022 198.62 3.01 12.66
5/16/2022 200.04 2.99 11.05
5/17/2022 202.62 2.9 8.38
5/18/2022 192.24 1.6 18.12
5/19/2022 191.29 1.4 19.3
Tom Harris is interested in the relationship between stock prices and option prices with the same maturities written on a given stock. He decided to select two company stocks from different sectors with different expected volatilities. He especially was interested in the trends in Put and Call prices as stock prices move in a single direction. He was also interested in option Greeks. Delta: Describes the relationship between the price of the option and the value of the stock. It's the slope of the payoff function curve of an American Option prior to expiration. The option has time value and therefore it lies above the at expiration payoff. In other words, Delta is the change in the price of an option for a one-unit change in the price of the underlying asset. Delta call C-C S-S Delta for a call option > 0 as si c Delta of a put option 0 as si c Delta of a put option

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