For stock NIO, Current Stock Price = 40, option prices is as follows,

 Current Option Price is = 7.0 ( Call 35)  

= 4.0 ( Call 40)

= 2.0 ( Call 45)

Please construct a table showing the "Butterfly Strategy" assuming the following stock prices when the call option expires: $20, 25, 30, 35, 40, 45, 50, 55, 60, 65, 70.

Answer rating: 100% (QA)

Certainly here is the Butterfly Strategy table you requested Stock Price PL 20 PL 25 PL 30 PL 35 PL ... View the full answer