Derivatives and Risk Management

$\backslash$table$[[,$Calls,Puts$],[$Strike$,$July,August,October,July,August,October$],[165,2\mathrm{.}7,5\mathrm{.}25,8\mathrm{.}1,2\mathrm{.}4,4\mathrm{.}75,6\mathrm{.}75],[170,0\mathrm{.}8,3\mathrm{.}25,6\mathrm{.}00,5\mathrm{.}75,7\mathrm{.}5,9\mathrm{.}00]]$

Buy one August $165$ call contract. Hold it until the option expires. Determine the profits and display the results in a chart $($include profits for the following underlying stock prices: $130,140,150,160,170,180,190.$ Identify the breakeven stock price at expiration. What is the maximum possible gain and loss on the transaction?