Question

1 Approved Answer

Posted on Oct 05, 2024

TABLE 10-6 Option Quotes, March 13, 2020 STOCK OPTIONS Underlying Asset: Exwn Mobil Stock (XOM) Calls Volume 132 1,742 366 ! = Expiration 03/27/20 03/27/20

image text in transcribed

TABLE 10-6 Option Quotes, March 13, 2020 STOCK OPTIONS Underlying Asset: Exwn Mobil Stock (XOM) Calls Volume 132 1,742 366 ! = Expiration 03/27/20 03/27/20 04/24/20 04/24/20 OS/15/20 OS/15/20 06/19/20 06/19/20 Strike Price 37.00 40.00 37.00 40.00 40.00 42.50 40.00 42.50 Last 3.00 1.50 4.50 2.75 3.40 2.37 2.0 2.68 Closing Price: $38.11 Puts Volume Open Interest 839 114 568 1 8 135 162 S02 21 716 183 16,159 32 2.348 Open Interest 1 163 0 64 143 444 98 415 92 781 154 277 2,128 2.00 4.60 5.00 5.45 6.46 833 6.79 8.65 STOCK INDEX OPTIONS Underlying Asset: DJIA Index Closing Value: 23186 Calls Puts Last Volume Lasi Volume Open Interest 22 23 Expiration 03/20/20 03/20/20 04/17/20 04/17/20 OS/15/20 05/15/20 06/19/20 06/19/20 Strike Price 225.00 235.00 225.00 235.00 225.00 235.00 225.00 235.00 29 3R 2 19 10.50 5.20 14.08 9.20 15.97 12.66 60.42 21.00 17.35 20.50 14.95 21.14 28.70 27.50 27.90 32.97 Open Interes 1.040 2,329 96 148 13 3 53 358 84 27 Closing Value: 2,710.95 Puts STOCK INDEX OPTIONS Underlying Asset: S&P 500 Index Calls Expiration Strike Price Last Volume 03/27/20 2705.00 64.70 13 03/27/20 2715.00 64.02 73 04/2020 2705.00 0.00 0 04/24/20 2715.00 136.71 1 05/15/20 2710.00 201.80 45 05/15/20 2715.00 199.60 47 06/19/20 2710.00 187.90 10 06/19/20 2715.00 OPTIONS ON INTEREST RATE FUTURES Underlying Asset: June 2020 30-Year Treasury Bond Future Calls Open Interest 15 8 0 1 11 16 1 0 Last 206.01 130.93 322.03 300.78 224,83 320.44 350.00 348.89 Volume 11 593 2 0 3 14 188 14 Open Interest 488 715 19 1 2.948 1.111 330 8 170.78 Prior Settle: 179'00 Puts Strike Price Last Volume Last Prior Settle Expiration Apr 2020 Apr 2020 May 2020 May 2020 Jun 2020 Jun 2020 Jun 2020 Jun 2020 175.00 179.00 174.00 180.00 173.00 176.00 179.00 180.00 4'08 1'49 614 3:20 800 532 430 450 47 133 88 51 10 752 43 48 Open Interest 621 405 8:20 5:30 1004 8:34 714 6'52 1'57 3:59 2:57 6:38 3:47 545 8'06 7:30 Volume 1 45 236 55 41 665 2 1'53 405 320 630 405 5:35 714 7:52 OPTIONS ON INTEREST RATE FUTURES Underlying Asset: June 2020 10-Year Treasury Note Future Prior Settle:137'08 Puts Volume Expiration Apr 2020 Apr 2020 May 2020 May 2020 May 2020 May 2020 Jun 2020 Strike Price 136.00 137.00 136.50 137.00 138.00 138.50 137.50 Last I 19 044 1'43 1'22 1'08 1'01 1'55 Calls Volume 1.178 5.347 4.471 2.768 6,139 129 324 Open Interest 1'58 1 24 2:19 205 1'45 135 2:24 Last 046 1/35 1:28 1'46 2002 302 2:54 3,535 6,376 5,698 Prior Settle 042 1'08 1'35 1'53 2.29 2:51 2:40 6,337 2 123 224 Refer to Table 10-6. Price quotes are stated in 1/64ths. a. How many Exxon Mobil April 2020 $40 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 137.5 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 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 235) on the Dow Jones Industrial Average stock index on March 13, 2020? a. Put options Settlement price b. C Closing price Dollar price Open interest d. TABLE 10-6 Option Quotes, March 13, 2020 STOCK OPTIONS Underlying Asset: Exwn Mobil Stock (XOM) Calls Volume 132 1,742 366 ! = Expiration 03/27/20 03/27/20 04/24/20 04/24/20 OS/15/20 OS/15/20 06/19/20 06/19/20 Strike Price 37.00 40.00 37.00 40.00 40.00 42.50 40.00 42.50 Last 3.00 1.50 4.50 2.75 3.40 2.37 2.0 2.68 Closing Price: $38.11 Puts Volume Open Interest 839 114 568 1 8 135 162 S02 21 716 183 16,159 32 2.348 Open Interest 1 163 0 64 143 444 98 415 92 781 154 277 2,128 2.00 4.60 5.00 5.45 6.46 833 6.79 8.65 STOCK INDEX OPTIONS Underlying Asset: DJIA Index Closing Value: 23186 Calls Puts Last Volume Lasi Volume Open Interest 22 23 Expiration 03/20/20 03/20/20 04/17/20 04/17/20 OS/15/20 05/15/20 06/19/20 06/19/20 Strike Price 225.00 235.00 225.00 235.00 225.00 235.00 225.00 235.00 29 3R 2 19 10.50 5.20 14.08 9.20 15.97 12.66 60.42 21.00 17.35 20.50 14.95 21.14 28.70 27.50 27.90 32.97 Open Interes 1.040 2,329 96 148 13 3 53 358 84 27 Closing Value: 2,710.95 Puts STOCK INDEX OPTIONS Underlying Asset: S&P 500 Index Calls Expiration Strike Price Last Volume 03/27/20 2705.00 64.70 13 03/27/20 2715.00 64.02 73 04/2020 2705.00 0.00 0 04/24/20 2715.00 136.71 1 05/15/20 2710.00 201.80 45 05/15/20 2715.00 199.60 47 06/19/20 2710.00 187.90 10 06/19/20 2715.00 OPTIONS ON INTEREST RATE FUTURES Underlying Asset: June 2020 30-Year Treasury Bond Future Calls Open Interest 15 8 0 1 11 16 1 0 Last 206.01 130.93 322.03 300.78 224,83 320.44 350.00 348.89 Volume 11 593 2 0 3 14 188 14 Open Interest 488 715 19 1 2.948 1.111 330 8 170.78 Prior Settle: 179'00 Puts Strike Price Last Volume Last Prior Settle Expiration Apr 2020 Apr 2020 May 2020 May 2020 Jun 2020 Jun 2020 Jun 2020 Jun 2020 175.00 179.00 174.00 180.00 173.00 176.00 179.00 180.00 4'08 1'49 614 3:20 800 532 430 450 47 133 88 51 10 752 43 48 Open Interest 621 405 8:20 5:30 1004 8:34 714 6'52 1'57 3:59 2:57 6:38 3:47 545 8'06 7:30 Volume 1 45 236 55 41 665 2 1'53 405 320 630 405 5:35 714 7:52 OPTIONS ON INTEREST RATE FUTURES Underlying Asset: June 2020 10-Year Treasury Note Future Prior Settle:137'08 Puts Volume Expiration Apr 2020 Apr 2020 May 2020 May 2020 May 2020 May 2020 Jun 2020 Strike Price 136.00 137.00 136.50 137.00 138.00 138.50 137.50 Last I 19 044 1'43 1'22 1'08 1'01 1'55 Calls Volume 1.178 5.347 4.471 2.768 6,139 129 324 Open Interest 1'58 1 24 2:19 205 1'45 135 2:24 Last 046 1/35 1:28 1'46 2002 302 2:54 3,535 6,376 5,698 Prior Settle 042 1'08 1'35 1'53 2.29 2:51 2:40 6,337 2 123 224 Refer to Table 10-6. Price quotes are stated in 1/64ths. a. How many Exxon Mobil April 2020 $40 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 137.5 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 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 235) on the Dow Jones Industrial Average stock index on March 13, 2020? a. Put options Settlement price b. C Closing price Dollar price Open interest d