TABLE 10-6 Option Quotes, March 13, 2020 STOCK OPTIONS Underlying Asset: Exxon Mobil Stock (XOM) Closing Price: $38.11 Calls Puts Expiration Strike Price Last Volume Open Interest Last Volume Open Interest 03/27/20 37.00 3.00 132 1 2.00 839 366 03/27/20 40.00 1.50 1,742 163 4.60 114 568 04/24/20 37.00 4.50 55 0 5.00 66 04/24/20 40.00 2.75 92 64 5.45 8 135 05/15/20 40.00 3.40 781 143 6.46 162 502 05/15/20 42.50 2.37 154 444 8.33 21 716 06/19/20 40.00 2.80 277 98 6.79 183 16,159 06/19/20 42.50 2.68 2,128 415 8.65 32 2,348 STOCK INDEX OPTIONS Underlying Asset: DJIA Index Closing Value: 231.86 Calls Puts Expiration Strike Price Last Volume Open Interest Last Volume Open Interest 03/20/20 225.00 10.50 29 22 17.35 12 1,040 03/20/20 235.00 5.20 38 111 20.50 23 2,329 04/17/20 225.00 14.08 2 2 14.95 12 96 04/17/20 235.00 9.20 19 33 21.14 12 148 05/15/20 225.00 15.97 0 2 28.70 7 13 05/15/20 235.00 12.66 5 5 27.50 1 3 06/19/20 225.00 60.42 84 27.90 53 06/19/20 235.00 21.00 32.97 358 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 2705.00 64.70 13 15 206.01 11 488 03/27/20 2715.00 64.02 73 8 130.93 593 715 04/24/20 2705.00 0.00 0 0 322.03 2 19 04/24/20 2715.00 136.71 1 1 300.78 0 1 05/15/20 2710.00 201.80 45 11 224.83 3 2,948 05/15/20 2715.00 199.60 47 16 320.44 14 1,111 06/19/20 2710.00 187.90 10 1 350.60 188 330 06/19/20 2715.00 170.78 2 0 348.89 14 8 OPTIONS ON INTEREST RATE FUTURES Underlying Asset: June 2020 30-Year Treasury Bond Future Prior Settle: 179'00 Calls Puts Expiration Strike Price Last Volume Open Interest Last Volume Prior Settle Apr 2020 175.00 4'08 47 6'21 1'57 1 1'53 Apr 2020 179.00 1'49 133 4'05 3'59 45 4'05 May 2020 174.00 614 88 8:20 2'57 236 3'20 May 2020 180.00 3'20 51 5'30 6'38 55 6'30 Jun 2020 173.00 8'00 10 10'04 3'47 41 4'05 Jun 2020 176.00 5'32 752 8'34 5'45 665 5'35 Jun 2020 179.00 4'30 43 7'14 8'06 2 7'14 Jun 2020 180.00 4'50 48 6'52 7'30 67 7:52 OPTIONS ON INTEREST RATE FUTURES Underlying Asset: June 2020 10-Year Treasury Note Future Prior Settle: 137'08 Calls Puts Expiration Strike Price Last Volume Open Interest Last Volume Prior Settle Apr 2020 136.00 1'19 1,178 1'58 0'46 3,535 042 Apr 2020 137.00 0'44 5,347 1'24 1'35 6,376 1'08 May 2020 136.50 1'43 4,471 2'19 1'28 5,698 1'35 May 2020 137.00 1'22 2,768 2'05 1'46 6,337 153 May 2020 138.00 1'08 6,139 1'45 2'02 2 229 May 2020 138.50 1'01 129 1'35 3'02 123 2'51 Jun 2020 137.50 1'55 324 2'24 2'54 224 2'40 Jun 2020 138.00 1'32 5,132 2'13 3'03 753 2'61 Price quotes are stated in 1/64ths. a. How many Exxon Mobil April 2020 $37 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 May 136.5 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 March 2,715 call option on the S&P 500 Stock Index futures contract on March 13, 2020? Calculate the dollar price of the March 2,715 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 May 2020 put options (with an exercise price of 225) on the Dow Jones Industrial Average stock index on March 13, 2020? Answer is not complete. a. Put options 66.000 b. Settlement price C. Closing price $ 64.02 Dollar price d. Open interest