On November $21,2022,$ the SPY ETF was trading at $$396\mathrm{.}03.$ Please find below the Option Chain for SPY from Nasdaq for that same day, for $3-$month contracts expiring February $17,2022.$ John owns $100$ shares of SPY ETF, but he is bearish $($negative$)$ about the outlook for S&P$500.$ Mary does not own SPY ETFs and she is bullish about the outlook for S&P$500.$ Please mark the only INCORRECT statement about trading calls.

a$.$

Mary will pay a premium C $=$ $$13\mathrm{.}70$ to buy CALL on SPY with strike at $$405$

b$.$

The more the CALL that Mary buys is OTM $($out of the money$),$ the lower will be the premium but the higher will be the probability that the call remains OTM $($and therefore she would lose the premium$)$

c$.$

If Mary buys $100$ call contracts at a $$415$ strike and SPY price rises to $$430,$ then her profit will be $$548$

d$.$

If John writes a CALL for Mary at a strike of $$405$ for a premium C $=$ $$13\mathrm{.}70$ this is considered to a "covered call", which is used to raise revenue for his portfolio