Question: The data on GE stock options that are maturing on 6/17/2022: Quotation Date 3/31/2022 Maturity Date 6/17/2022 GE Stock Price 91.5 Strike Call Price Put

The data on GE stock options that are maturing on 6/17/2022:

Quotation Date

3/31/2022

Maturity Date

6/17/2022

GE Stock Price

91.5

Strike

Call Price

Put Price

80

14.75

1.70

85

9.85

2.82

90

6.90

4.65

95

4.13

6.80

100

2.30

10.30

Draw the profit diagrams for the following strategies

  1. Short position in GE stock and a long position in C90 option on the GE stock.
  2. A Bull Spread using C85 and C95 options on the GE stock.
  3. A Bear Spread using P85 and P95 options on the GE stock.
  4. A straddle strategy using C90 and P90 options on the GE stock.

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