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You are an equity options market maker. You are long 50k 3-month calls on Philips with a strike of EUR 20. The volatality (%) bid-ask

You are an equity options market maker. You are long 50k 3-month calls on Philips with a strike of EUR 20. The volatality (%) bid-ask spread is 18.00-18.25. You are asked for a price in 50k 3-month puts with the same strike. You remain bullish but now have no view of volatality. You should quote:

A. 18.05-18.30

B. 17.95-18.20

C. 17.95-18.30

D. 18.05-18.20

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