Q1. Underlying priced at 200 with MAD of 40. Qa. What is the probability of option expiring ITM for a 160 CALL? (1 point) 01b. What is the average underlying price when CALL expires ITM? (1 point) Q1c. How much should the 160 CALL be priced at ? (1 point) Qld. What are the delta and gamma of the 160 Call? (1 point) Q2. Implied MAD with Uniform Distribution Underlying price currently at 200, and follows a uniform distribution with mean of 200. You observed 180 PUT priced at $2.50. What is the implied MAD? (4 points) Q1. Underlying priced at 200 with MAD of 40. Qa. What is the probability of option expiring ITM for a 160 CALL? (1 point) 01b. What is the average underlying price when CALL expires ITM? (1 point) Q1c. How much should the 160 CALL be priced at ? (1 point) Qld. What are the delta and gamma of the 160 Call? (1 point) Q2. Implied MAD with Uniform Distribution Underlying price currently at 200, and follows a uniform distribution with mean of 200. You observed 180 PUT priced at $2.50. What is the implied MAD? (4 points)