Find the expiration time, T, of the options, where option prices must be equal to the mean
Question:
Find the expiration time, T, of the options, where option prices must be equal to the mean between the bid and the ask price.
Contract Name Strike Bid Ask Option Price
SPY210616C00413000 413 10.34 10.39 10.365
SPY210616C00415000 415 8.55 8.59 8.57
SPY210616C00417000 417 6.82 6.89 6.855
SPY210616C00419000 419 5.21 5.25 5.23
SPY210616C00421000 421 3.75 3.77 3.76
SPY210616C00423000 423 2.51 2.53 2.52
SPY210616C00425000 425 1.54 1.55 1.545
SPY210616C00427000 427 0.87 0.87 0.87
SPY210616C00429000 429 0.44 0.45 0.445
SPY210616C00431000 431 0.21 0.22 0.215
Investments
ISBN: 9781259271939
9th Canadian Edition
Authors: Zvi Bodie, Alex Kane, Alan Marcus, Lorne Switzer, Maureen Stapleton, Dana Boyko, Christine Panasian