Question: Share value Call Put Option Strike Exp. Vol. Last Vol. Last Glaxo 45 Oct. 2020 91 2 7/8 59 7/8 45 7/8 45 Nov. 59
| Share value | Call | Put |
| ||||||
| Option | Strike | Exp. | Vol. | Last | Vol. | Last | |||
| Glaxo | 45 | Oct. 2020 | 91 | 2 7/8 | 59 | 7/8 | |||
| 45 7/8 | 45 | Nov. | 59 | 4 3/8 | 54 | 2 3/8 | |||
| 45 7/8 | 47 1/2 | Oct. | 80 | 1 | 22 | 3 1/8 | |||
| 45 7/8 | 47 1/2 | Nov. | 42 | 2 3/8 | 20 | 5 1/4 | |||
| 45 7/8 | 47 1/2 | Feb. 2021 | 31 | 5 | 18 | 7 | |||
| 45 7/8 | 50 | Oct. | 28 | 3/8 | 15 | 7 1/8 | |||
| 45 7/8 | 50 | Nov. | 23 | 2 | 12 | 9 | |||
- The intrinsic value of the Oct. 47.5 call is $2 and the time value is $1.00 F
- The intrinsic value of the Oct. 47.5 put is $2 and the time value is $0.75 T
| A only is true. | |
| B only is true. | |
| Both A and B are true. | |
| Neither A nor B are true. |
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