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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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