24. A stock is trading at $89.54 per share and a 77.5 strike call option is quoted at $15.67. How much extrinsic value d
Posted: Thu May 19, 2022 6:53 am
- 24 A Stock Is Trading At 89 54 Per Share And A 77 5 Strike Call Option Is Quoted At 15 67 How Much Extrinsic Value D 1 (13.7 KiB) Viewed 33 times
- 24 A Stock Is Trading At 89 54 Per Share And A 77 5 Strike Call Option Is Quoted At 15 67 How Much Extrinsic Value D 2 (53.35 KiB) Viewed 33 times
- 24 A Stock Is Trading At 89 54 Per Share And A 77 5 Strike Call Option Is Quoted At 15 67 How Much Extrinsic Value D 3 (26.67 KiB) Viewed 33 times
BTO STO X х Qty -10 10 - 10 10 Price $5.14 $4.85 $7.48 $6.08 26. Note the following spreads: I: Iron Condor Option /Type Strike SPY June 3 Call 405 SPY June 3 Call 410 SPY June 3 Put 380 SPY June 3 Put 375 II. Bull Call Spread Option/Type Strike SPY June 3 Call 390 SPY June 3 Call III. Bull Calendar Spread Option/Type Strike SPY June 3 Call 390 SPY June 17 Call 390 Total $5,140 -$4,850 $7,480 -$6,080 х X BTO STO х Qty 10 -10 Price $11.90 $9.28 Total -$11,900 $9,280 395 х BTO STO х Qty -10 10 Price $11.87 $14.42 Total $11,900 $14,420 х Which one has the highest return on risk?
27. You are considering an ATM bear put spread on a stock trading at $142.14 per share. Using the following information, what is the spread's return on risk? Option/Type Strike BTO STO Qty Price Total ENPH MAY 27 PUT 142 $11.25 -$11,250 ENPH MAY 27 PUT 140 -10 $9.50 $9,500 10 X