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Question: Profit from high spot price vol. Expect the spot to be far from 100 at expiry. Reduce the cost by curtailing profits fully below

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Question: Profit from high spot price vol. Expect the spot to be far from 100 at expiry. Reduce the cost by curtailing profits fully below 90 and above 101.

What combination of call/put bids/ask to use? Thanks

image text in transcribed
OPTION MARKET CALL BIDS | CALL ASKS | STRIKES | PUT BIDS | PUT ASKS 10.3 10.4 90 0.31 0.34 8.55 8.65 92 0.56 0.61 6.92 7.02 94 0.91 0.97 4.8 4.9 97 1.79 1.86 3.12 3.2 100 3.1 3.2 2.66 2.74 101 3.63 3.73 1.59 1.65 104 5.55 5.65 0.88 0.94 107 7.85 7.95 0.58 0.62 109 9.53 9.63

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