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This is an option chain for options that expires in 110 days. You can assume T = 0.3 year and there is no bid-ask spread,
This is an option chain for options that expires in 110 days. You can assume T = 0.3 year
and there is no bid-ask spread, i.e. each option can be bought
and sold at the same price.
Calls: 13.46, 11.81, 10.26, 8.83, 7.53, 6.36
Strikes: 50, 52 , 54 , 56, 58, 60
Puts: 0.66, 1.00 , 1.44 , 2.00, 2.68 , 3.50
Using information from Option Chain
For a put-constructed 50-58 bear spread, what is the maximum loss at expiration?
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