mathematical finance - long strangle

Experiment Suppose your company owns a significant amount of ABC Corp. stock. Options are regularly traded for the ABC Corp Your company is not sure whether the price of ABC Corp. will be volatile over the next few months. You have been asked to analyze several low-volatility and high-volatility strategies using the available options. The available options for the ABC Corp. are as follows: ABC Corp. Spot Price: 110.00 Call Options Put Options Strike Price Option Price Strike Price tion Price 85.00 90.00 95.00 28.25 24.63 20.13 85.00 90.00 95.00 0.25 0.44 0.94 100.00 105.00 110.00 14.00 10.63 7.63 100,00 105,00 110.00 1.75 3.25 5.25 15.00 120.00 125.00 5.25 3.50 2.31 15,00 20,00 125.00 7.75 11.25 15.13