On March $1$st$,20$XX$,$ the bid price of a put on AAPL $($strike price $$205,$ maturity June $1$st$,20$XX$)$ is $$8\mathrm{.}98$ and the ask price $$9\mathrm{.}1.$

Due to a fall in price of AAPL stock on April $14$th$,20$XX the bid price of the put on AAPL $($strike price $$205,$ maturity June $1$st$,20$XX$)$ rises to $$13\mathrm{.}09$ and the ask price to $$13\mathrm{.}65.$

You had purchased $100$ of the above IBM call options on March $1$st$,20$XX$.$ On April $14$th$,20$XX you decide to sell your options $($you do not follow the strategy of keeping the option because of the presence of large transactions costs$).$

What are your dollar profits on April $14$th$,20$XX after you sell your options?