Question: The following options quotations were downloaded from: https://www.asx.com.au/asx/markets/optionPrices.do?by=underlyingCode&underlyingCode=ANZ&expiryDate=&optionType=B on 19/11/2019. Use labelled diagrams to show that they conform to theory in questions 2 and 3.

The following options quotations were downloaded from:

https://www.asx.com.au/asx/markets/optionPrices.do?by=underlyingCode&underlyingCode=ANZ&expiryDate=&optionType=B

on 19/11/2019. Use labelled diagrams to show that they conform to theory in questions 2 and 3.

Shares 19/11/2019 Code Last ANZ 25.420 $+/- % Che 0.12 0.47% Options(show Open Interest only) Code Expiry date ANZLF7 21/11/2019 Call ANZSI8 28/11/2019Call ANZRRB 28/11/2019 Call ANZMO7 19/12/2019 Call ANZSH9 19/12/2019 Call ANZFY7 19/12/2019

Shares 19/11/2019 Code Last ANZ 25.420 $+/- % Che 0.12 0.47% Options (show Open Interest only) Code Expiry date ANZLF7 21/11/2019 Call ANZSI8 28/11/2019 Call ANZRRB 28/11/2019 Call ANZMO7 19/12/2019 Call ANZSH9 19/12/2019 Call ANZFY7 19/12/2019 Call ANZN 69 30/01/2020 Call ANZZH9 27/02/2020 Call ANZTB7 26/03/2020 Call ANZE69 25/06/2020 Call ANZLG7 21/11/2019 Put ANZRSB 28/11/2019 Put ANZFKB 19/12/2019 Put ANZSI9 19/12/2019 Put ANZVZ9 19/12/2019 Put Bid Offer Open High Low 25.4 25.42 25.3 25.42 25.2 P/C Exercise Bid Offer Last Volume 30/01/2020 Put ANZN 79 ANZZI9 27/02/2020 Put ANZT97 26/03/2020 Put ANZE79 25/06/2020 Put 25.500 0.145 0.145 0 0.01 25.42 25.42 0 25.500 0.225 0.225 0 18.010 7.425 7.425 0 25.500 0.380 0.380 0 28.000 0.001 0.001 0 25.500 0.605 0.605 0 25.500 0.730 0.730 0 25.500 0.875 0.875 0.75 25.500 1.055 1.055 0 25.500 0.150 0.150 0 25.500 0.290 0.290 0.325 18.000 0.000 0.000 0 25.500 0.465 0.465 28.010 2.590 2.590 0 25.500 0.640 0.640 25.500 0.760 0.760 0.81 25.500 0.885 0.885 25.500 1.570 1.570 0 0 0 0 20 14 73 70 Open interest 40 40 1,832 19 644 1,670 39 64 150 805 120 880 120 647 714 844 60 220 4,700 Volume 6,036,835 Margin Price 0.125 25.295 0.19 7.305 0.355 0.004 0.555 0.685 0.815 0.995 0.27 0.37 0 0.55 271 0.705 0.83 0.975 1.635

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Option Quotes for ANZ ASX ANZ on 19112019 Assumptions The underlying asset is the ANZ share price ASX ANZ The riskfree interest rate is 1 The volatili... View full answer

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