Question: Look at the table. At what strike do the put and call have the same value? Is this consistent with what we know from put-call

 Look at the table. At what strike do the put and

Look at the table. At what strike do the put and call have the same value? Is this consistent with what we know from put-call parity?

Current stock price for XYZ $50.00 Interest rate 3% Dividend rate 0% Delta Option Strike Expiration Option Price Implied Vol (4Option/AS) PUT $30.00 6-months $0.14 40% -0.023 PUT $40.00 6-months $0.77 32% -0.123 PUT $50.00 6-months $2.74 22% -0.431 PUT $50.75 6-months $2.97 21% -0.470 CALL $50.00 6-months $3.48 22% 0.569 CALL $50.75 6-months $2.97 21% 0.530 CALL $55.00 6-months $1.20 19% 0.299 CALL $60.00 6-months $0.15 15% 0.065

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