The following data are market prices on a given day " calls calls calls puts puts puts Stock strike JUL AUG OCT JUL AUG OCT $165 $155 $10. 5 $ 1 1 . 75 $14 $. 1875 $ 1 . 25 $2.75 $165 $160 $6 $8. 125 $ 11 . 125 $. 75 $2.75 $4. 50 $165 $165 $2. 6875 $5. 25 $8. 125 $2.375 $ 4 . 75 $6. 75 $165 $170 $. 8125 $3. 25 $6 $5. 75 $7. 5 $9 The expirations are 41 days for JUL , 72 days for AUG and 163 days for OCT . The respective simple annual risk- free rates for each expiration period are : . 0503, 1 0535 and . 0571 . The annual volatility of the returns on the underlying stock is 0 = . 21 . Use Deriva Gem and calculate the Greeks of the following strategies : Q1 . Long a Butterfly with the 160, 165 and 170, OCT puts