Question
Using the following table and information calculate the following: The value of the stock is currently $87, and expiration are Jan 16, Feb 16, March
Using the following table and information calculate the following: The value of the stock is currently $87, and expiration are Jan 16, Feb 16, March 16. Briefly discuss your results.
Strike | Jan call | Feb call | March call | Jan put | Feb put | March put |
80 | 4.0 | 5.5 | 7.1 | 1.8 | 1.9 | 3.0 |
85 | 3.2 | 4.3 | 6.0 | 2.3 | 3.5 | 4.0 |
90 | 2.6 | 3.8 | 4.4 | 3.2 | 4.0 | 5.8 |
95 | 1.9 | 2.1 | 3.2 | 4.5 | 5.2 | 6.9 |
Complete the profit/loss tables for 80, 85, 90, 95 at the end of the period.
Calculate Bear Money spread till expiration using Jan 80 and 90 calls
Calculate the Long Straddle using March 90 options
Calculate the Strip using the 95 March options.
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