Question: Problem 2.2. Options on S&P 500 inder are traded on Chicago Board Options Exchange (CBOE). These are European style options. On March 30, 2020, S&P

Problem 2.2. Options on S&P 500 inder are traded on Chicago Board Options Exchange (CBOE). These are European style options. On March 30, 2020, S&P 500 inder value was 2626.65. The price quotes for six options on S&P 500 have been mixed up. Match each price quote with the corresponding option. You can assume that longer maturity options are more valuable. Bid and ask quotes are better indicators of option price than last sale which may be a stale price. Option Ticker SPX200417C02000000 SPX200417P02000000 SPX200619C02000000 SPX200619P02000000 SPX200619C02500000 SPX200619P02500000 Type Expiration Strike Call 4/17/2020 2000 Put 4/17/2020 2000 Call 6/19/2020 2000 Put 6/19/2020 2000 Call 6/19/2020 2500 Put 6/19/2020 2500 6 Quote Last Sale 602. 7 57.3 628.7 162.5 11.8 275.47 Net Bid Ask Volume Implied Volatility 0665 671. 90 0.579 -14.35 56.3 57.7 7155 0.5933 39.4 627.7 635.1 4351 0.7552 33.05 164.3 166.6 6322 0.455 -12.7 11 11.7 8098 0.8133 23.57 273.8 280.5 2167 0.4487 Delta 0.8679 -0.1364 0.9558 -0.3775 -0.0554 0.623 Gamma Open Interest 0.0003 36122 0.0003 71122 0.0002 32025 0.0007 71207 0.0002 71701 0.0007 51442 F Fill in the following table and explain how your reasoning. Option Quote
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