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The current stock price is $100 per share. Strike Call Put 95 6.29 0.89 100 3.09 2.67 105 1.21 5.77 1) If you have a

The current stock price is $100 per share.

Strike

Call

Put

95

6.29

0.89

100

3.09

2.67

105

1.21

5.77

1) If you have a straddle of one call and one put (with exercise price both at $100). What you can modify this straddle (add another option on it) if you are more optimistic of a good big news coming out soon? What you can modify this straddle if you are optimistic that a negative big news will come out soon? Just express what you will add on this straddle. (10 points)

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