Price quotes are stated in 1/64ths. a. How many Exxon Mobil May 2020 $42.5 put options were outstanding at the open of trading on March 13, 2020? (Round your answers to 3 decimal places. (e.g., 32.161)) b. What was the settlement price of a 10-year Treasury note June 138 futures call option on March 13, 2020? (Round your answers to 4 decimal places. (e.g., 32.1616)) c. What was the closing price of a May 2,710 call option on the S&P 500 Stock Index futures contract on March 13, 2020? Calculate the dollar price of the May 2,710 call option on the S&P 500 Stock Index futures contract on March 13, 2020. (Round your answers to 2 decimal places. (e.g., 32.16)) d. What was the open interest on March 2020 put options (with an exercise price of 225) on the Dow Jones Industrial Average stock index on March 13, 2020? a. b. C. Put options Settlement price Closing price Dollar price Open interest d. TABLE 10-6 Option Quotes, March 13, 2020 STOCK OPTIONS Underlying Asset: Exxon Mobil Stock (XOM) Closing Price: $38.11 Calls Puts Strike Price Last Volume Open Interest Last 3.00 2.00 Expiration 03/27/20 03/27/20 04/24/20 04/24/20 05/15/20 05/15/20 06/19/20 06/19/20 37.00 40.00 37.00 40.00 40.00 42.50 40.00 42.50 1.50 4.50 2.75 3.40 2.37 2.80 2.68 132 1,742 55 92 781 154 277 2,128 1 163 0 64 143 444 98 415 4.60 5.00 5.45 6.46 8.33 6.79 8.65 Volume 839 114 1 8 162 21 183 32 Open Interest 366 568 66 135 502 716 16,159 2,348 STOCK INDEX OPTIONS Underlying Asset: DJIA Index Closing Value: 231.86 Calls Puts Strike Price Last Volume Open Interest Last Volume Expiration 03/20/20 03/20/20 04/17/20 04/17/20 05/15/20 05/15/20 06/19/20 06/19/20 225.00 235.00 225.00 235.00 225.00 235.00 225.00 235.00 10.50 5.20 14.08 9.20 15.97 12.66 60.42 21.00 29 38 2 19 0 5 0 0 22 111 2 33 2. 17.35 20.50 14.95 21.14 28.70 27.50 27.90 32.97 12 23 12. 12 7 1 1 1 Open Interest 1,040 2,329 96 148 13 3 53 358 84 27 STOCK INDEX OPTIONS Underlying Asset: S&P 500 Index Closing Value: 2,710.95 Calls Puts Expiration Strike Price Last Volume Open Interest Last Volume Open Interest 03/27/20 03/27/20 04/24/20 04/24/20 05/15/20 05/15/20 06/19/20 06/19/20 2705.00 2715.00 2705.00 2715.00 2710.00 2715.00 2710.00 2715.00 64.70 64.02 0.00 136.71 201.80 199.60 187.90 170.78 13 73 0 1 45 47 10 2 15 8 0 1 11 16 1 0 206.01 130.93 322.03 300.78 224.83 320.44 350.60 348.89 11 593 2 0 3 14 188 14 488 715 19 1 2.948 1.111 330 8 OPTIONS ON INTEREST RATE FUTURES Underlying Asset: June 2020 30-Year Treasury Bond Future Prior Settle: 179'00 OPTIONS ON INTEREST RATE FUTURES Underlying Asset: June 2020 30-Year Treasury Bond Future Calls Expiration Strike Price Last Volume Apr 2020 175.00 4'08 47 Apr 2020 179.00 1'49 133 May 2020 174.00 6'14 88 May 2020 180.00 3:20 51 Jun 2020 173.00 8'00 10 Jun 2020 176.00 5:32 752 Jun 2020 179.00 4:30 43 Jun 2020 180.00 450 48 Open Interest 6'21 4'05 8'20 5:30 1004 8:34 Last 1'57 3'59 257 6:38 3:47 5:45 8'06 7:30 Prior Settle: 179'00 Puts Volume Prior Settle 1 1'53 45 4'05 236 320 55 630 41 4'05 665 5:35 2 714 7:52 7/14 6'52 OPTIONS ON INTEREST RATE FUTURES Underlying Asset: June 2020 10-Year Treasury Note Future Calls Expiration Strike Price Last Volume Apr 2020 136.00 119 1,178 Apr 2020 137.00 5.347 May 2020 136.50 1'43 4,471 May 2020 137.00 1/22 2,768 May 2020 138.00 1'08 6.139 May 2020 138.50 1'01 129 Jun 2020 137.50 1'55 324 Jun 2020 138.00 1:32 5.132 0:44 Open Interest 158 1'24 2'19 205 1'45 1'35 2:24 2'13 5,698 Prior Settle: 137'08 Puts Volume Prior Settle 3,535 0:42 6,376 1'08 1:35 6,337 1'53 2 229 123 251 224 240 753 261 Last 0:46 1'35 1/28 1'46 2'02 3'02 2'54 3'03 Price quotes are stated in 1/64ths. a. How many Exxon Mobil May 2020 $42.5 put options were outstanding at the open of trading on March 13, 2020? (Round your answers to 3 decimal places. (e.g., 32.161)) b. What was the settlement price of a 10-year Treasury note June 138 futures call option on March 13, 2020? (Round your answers to 4 decimal places. (e.g., 32.1616)) c. What was the closing price of a May 2,710 call option on the S&P 500 Stock Index futures contract on March 13, 2020? Calculate the dollar price of the May 2,710 call option on the S&P 500 Stock Index futures contract on March 13, 2020. (Round your answers to 2 decimal places. (e.g., 32.16)) d. What was the open interest on March 2020 put options (with an exercise price of 225) on the Dow Jones Industrial Average stock index on March 13, 2020? a. b. C. Put options Settlement price Closing price Dollar price Open interest d. TABLE 10-6 Option Quotes, March 13, 2020 STOCK OPTIONS Underlying Asset: Exxon Mobil Stock (XOM) Closing Price: $38.11 Calls Puts Strike Price Last Volume Open Interest Last 3.00 2.00 Expiration 03/27/20 03/27/20 04/24/20 04/24/20 05/15/20 05/15/20 06/19/20 06/19/20 37.00 40.00 37.00 40.00 40.00 42.50 40.00 42.50 1.50 4.50 2.75 3.40 2.37 2.80 2.68 132 1,742 55 92 781 154 277 2,128 1 163 0 64 143 444 98 415 4.60 5.00 5.45 6.46 8.33 6.79 8.65 Volume 839 114 1 8 162 21 183 32 Open Interest 366 568 66 135 502 716 16,159 2,348 STOCK INDEX OPTIONS Underlying Asset: DJIA Index Closing Value: 231.86 Calls Puts Strike Price Last Volume Open Interest Last Volume Expiration 03/20/20 03/20/20 04/17/20 04/17/20 05/15/20 05/15/20 06/19/20 06/19/20 225.00 235.00 225.00 235.00 225.00 235.00 225.00 235.00 10.50 5.20 14.08 9.20 15.97 12.66 60.42 21.00 29 38 2 19 0 5 0 0 22 111 2 33 2. 17.35 20.50 14.95 21.14 28.70 27.50 27.90 32.97 12 23 12. 12 7 1 1 1 Open Interest 1,040 2,329 96 148 13 3 53 358 84 27 STOCK INDEX OPTIONS Underlying Asset: S&P 500 Index Closing Value: 2,710.95 Calls Puts Expiration Strike Price Last Volume Open Interest Last Volume Open Interest 03/27/20 03/27/20 04/24/20 04/24/20 05/15/20 05/15/20 06/19/20 06/19/20 2705.00 2715.00 2705.00 2715.00 2710.00 2715.00 2710.00 2715.00 64.70 64.02 0.00 136.71 201.80 199.60 187.90 170.78 13 73 0 1 45 47 10 2 15 8 0 1 11 16 1 0 206.01 130.93 322.03 300.78 224.83 320.44 350.60 348.89 11 593 2 0 3 14 188 14 488 715 19 1 2.948 1.111 330 8 OPTIONS ON INTEREST RATE FUTURES Underlying Asset: June 2020 30-Year Treasury Bond Future Prior Settle: 179'00 OPTIONS ON INTEREST RATE FUTURES Underlying Asset: June 2020 30-Year Treasury Bond Future Calls Expiration Strike Price Last Volume Apr 2020 175.00 4'08 47 Apr 2020 179.00 1'49 133 May 2020 174.00 6'14 88 May 2020 180.00 3:20 51 Jun 2020 173.00 8'00 10 Jun 2020 176.00 5:32 752 Jun 2020 179.00 4:30 43 Jun 2020 180.00 450 48 Open Interest 6'21 4'05 8'20 5:30 1004 8:34 Last 1'57 3'59 257 6:38 3:47 5:45 8'06 7:30 Prior Settle: 179'00 Puts Volume Prior Settle 1 1'53 45 4'05 236 320 55 630 41 4'05 665 5:35 2 714 7:52 7/14 6'52 OPTIONS ON INTEREST RATE FUTURES Underlying Asset: June 2020 10-Year Treasury Note Future Calls Expiration Strike Price Last Volume Apr 2020 136.00 119 1,178 Apr 2020 137.00 5.347 May 2020 136.50 1'43 4,471 May 2020 137.00 1/22 2,768 May 2020 138.00 1'08 6.139 May 2020 138.50 1'01 129 Jun 2020 137.50 1'55 324 Jun 2020 138.00 1:32 5.132 0:44 Open Interest 158 1'24 2'19 205 1'45 1'35 2:24 2'13 5,698 Prior Settle: 137'08 Puts Volume Prior Settle 3,535 0:42 6,376 1'08 1:35 6,337 1'53 2 229 123 251 224 240 753 261 Last 0:46 1'35 1/28 1'46 2'02 3'02 2'54 3'03