Question: Using the table and information below to calculate the following: The value of the stock is currently $87, and expiration is Jan 16, Feb 16,
Using the table and information below to calculate the following: The value of the stock is currently $87, and expiration is Jan 16, Feb 16, and March 16. Briefly discuss your results.(Please show calculations and discuss! thank you )
| Strike | Jan call | Feb call | March call | Jan put | Feb put | March put |
| 80 | 4.0 | 5.5 | 7.1 | 1.8 | 1.9 | 3.0 |
| 85 | 3.2 | 4.3 | 6.0 | 2.3 | 3.5 | 4.0 |
| 90 | 2.6 | 3.8 | 4.4 | 3.2 | 4.0 | 5.8 |
| 95 | 1.9 | 2.1 | 3.2 | 4.5 | 5.2 | 6.9 |
- Complete the profit/loss tables for 80, 85, 90, 95 at the end of the period.
- Calculate the Long Straddle (buy long call and long put) using March 90 options
- Calculate the Short Strip using the 95 March options.
- Calculate the net value of a protective put position at an expiration stock price of 50. Use a strike price of 80.
- Calculate the net value of a covered call position at an expiration stock price of 100. Use a strike price of 95.
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