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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 | strikes | puts |
13.46 11.81 10.26 8.83 7.53 6.36 | 50 52 54 56 58 60 | 0.66 1.00 1.44 2.00 2.68 3.50 |
For a put-constructed 50-58 bear spread, what is the maximum loss at expiration?
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