$\backslash$table$[[\{$

$\backslash$table$[[$Long or bull straddle: Buy a put and a call with the same T and X$],[$IBM$]]\}],[],[,$Expiration,,Strike,Last,Last,,,,,,$],[,$July,,$100,7\mathrm{.}35,11\mathrm{.}66,,,,,,],[,1$ contract for each$],[$Stock price$/$share$,80,80\mathrm{.}99,87\mathrm{.}5,90,95,100,105,110,115,119\mathrm{.}01,125],[$Call premium $($Long call$),,,,,,,,,,,],[$Put premium $($Long put$),,,,,,,,,,,],[$Payoff $($call$),,,,,,,,,,,],[$Payoff $($put$),,,,,,,,,,,],[$Profit$,,,,,,,,,,,]]$ Question Long or bull straddle: You longed a July put $(1$ contract$)$ and a July call $(1$ contract$)$ with the same strike price $$100.$ Please predict the profit of your portfolio based on possible future stock prices by completing the table.