159 1.19 ES AutoSave OH Options Case - Compatibility Mode - Word Search File Home Insert Design Layout References Mailings Review View Help X Cut Le Comy Century Schoolbe 12 A A A AC E E 21 BIUX, X A 2-AEESEEa AaBbcc AaBbcc AaBb Normal ormal 1 No Spac... Headinc Paste Format Painter Clipboard Font Paragraph IBM (IBM) 5 Expiration Strike Feb 90 Mar 90 Apr 90 Jul 90 Feb 95 Mar N 95 Apr 95 Jul 95 Feb 100 Mar 100 Apr 100 Jul 100 Underlying stock price: 96.14 Call Put Last Volume Open Interest Last Volume Open Interest 6.83 2501 17389 0.80 2504 9336 8.70 699 6764 2.60 1491 5072 9.96 101 8095 3.70 568 11298 13.44 994 5638 7.03 176 4066 3.20 6342 14541 2.25 2981 2749 5.30 1182 5319 4.28 918 3701 6.75 561 20533 5.63 779 8058 9.80 4628 1191 9.00 81 620 1.00 7929 12432 4.90 782 599 2.80 3946 10965 6.47 1206 238 4.10 1517 8839 7.83 90 2385 7:35 115 4039 11.66 25 461 6 1 Protective put You purchased 100 shares of IBM at $100 and longed at the money July put option at the same time (l contract). Please prediet the profit of your portfolio based on possible future stock prices, and draw the diagram of this investment strategy 2 Covered call: You purchased 100 shares of IBM at $95 and shorted $100 July call option at the same time (l contract). Please predict the profit of your portfolio based on possible future stock prices, and draw the diagram of this investment strategy 3. Bullish price spread You shorted the high exercise price call and longed the low exercise price all at the same time ( contract for each and July expiration) Please predict the profit of your portfolio based on possible future stock prices, wnd draw the diagram of this investment strategy Page 1 of 2 231 words BP TH Type here to search o i DELL Bbccc . ct . Hormal 1 No Spac. Heading 1 Heading 2 Subtitle O Find c Replace Select Title Subtle Em Dictate Semitivity 4 Ea Styles Editing Voice Sensitivity ed 4. Long or bull straddle You longed a July put (1 contract) and a July call i contract) with the same strike price $100 Please predict the profit of your portfolio based on possible future stock prices, and draw the diagram of this investment strategy 5. Long or bull strap You bought two July calls (2 contracts) and one July (1 contract) put with the same strike price $100. Please predict the profit of your portfolio based on possible future stock prices, and draw the diagram of this investment strategy I 6. Short strangle: S0-96.14. You sold an out-of-the-money put a contract and July expiration) and an out-of-the-money call a contract and July expiration) at the same time. Please predict the profit of your portfolio based on possible future stock prices and draw the diagram of this investment strategy Focus a 11:42 AM 11/3/2020 159 1.19 ES AutoSave OH Options Case - Compatibility Mode - Word Search File Home Insert Design Layout References Mailings Review View Help X Cut Le Comy Century Schoolbe 12 A A A AC E E 21 BIUX, X A 2-AEESEEa AaBbcc AaBbcc AaBb Normal ormal 1 No Spac... Headinc Paste Format Painter Clipboard Font Paragraph IBM (IBM) 5 Expiration Strike Feb 90 Mar 90 Apr 90 Jul 90 Feb 95 Mar N 95 Apr 95 Jul 95 Feb 100 Mar 100 Apr 100 Jul 100 Underlying stock price: 96.14 Call Put Last Volume Open Interest Last Volume Open Interest 6.83 2501 17389 0.80 2504 9336 8.70 699 6764 2.60 1491 5072 9.96 101 8095 3.70 568 11298 13.44 994 5638 7.03 176 4066 3.20 6342 14541 2.25 2981 2749 5.30 1182 5319 4.28 918 3701 6.75 561 20533 5.63 779 8058 9.80 4628 1191 9.00 81 620 1.00 7929 12432 4.90 782 599 2.80 3946 10965 6.47 1206 238 4.10 1517 8839 7.83 90 2385 7:35 115 4039 11.66 25 461 6 1 Protective put You purchased 100 shares of IBM at $100 and longed at the money July put option at the same time (l contract). Please prediet the profit of your portfolio based on possible future stock prices, and draw the diagram of this investment strategy 2 Covered call: You purchased 100 shares of IBM at $95 and shorted $100 July call option at the same time (l contract). Please predict the profit of your portfolio based on possible future stock prices, and draw the diagram of this investment strategy 3. Bullish price spread You shorted the high exercise price call and longed the low exercise price all at the same time ( contract for each and July expiration) Please predict the profit of your portfolio based on possible future stock prices, wnd draw the diagram of this investment strategy Page 1 of 2 231 words BP TH Type here to search o i DELL Bbccc . ct . Hormal 1 No Spac. Heading 1 Heading 2 Subtitle O Find c Replace Select Title Subtle Em Dictate Semitivity 4 Ea Styles Editing Voice Sensitivity ed 4. Long or bull straddle You longed a July put (1 contract) and a July call i contract) with the same strike price $100 Please predict the profit of your portfolio based on possible future stock prices, and draw the diagram of this investment strategy 5. Long or bull strap You bought two July calls (2 contracts) and one July (1 contract) put with the same strike price $100. Please predict the profit of your portfolio based on possible future stock prices, and draw the diagram of this investment strategy I 6. Short strangle: S0-96.14. You sold an out-of-the-money put a contract and July expiration) and an out-of-the-money call a contract and July expiration) at the same time. Please predict the profit of your portfolio based on possible future stock prices and draw the diagram of this investment strategy Focus a 11:42 AM 11/3/2020