Puts

June

2.09

4.13

6.93

March

1.18

3.08

6.08

5.58

8.41

June

3.54

Assume that each transaction consists of one contract (100 options). A long straddle constructed using the June 50 options. What is the profit if the stock price at

Calls

1.89

expiration is at $64.75?

The following prices are available for call and put options on ABC stock. The March options have 90 days remaining and the June options have 180 days remaining.

3.82

6.84

March

55

50

45

Strike