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The below table shows the list of prices for puts expiring in 30 days (T = 1/12). Using the put option with a strike pri
Posted: Tue Apr 26, 2022 10:39 am
by answerhappygod
- The Below Table Shows The List Of Prices For Puts Expiring In 30 Days T 1 12 Using The Put Option With A Strike Pri 1 (82.25 KiB) Viewed 34 times
The below table shows the list of prices for puts expiring in 30 days (T = 1/12). Using the put option with a strike price of $234, estimate the level of the VIX index. Кр 230 2.14 231 2.37 232 2.62 233 2.91 234 3.23 235 3.60 236 4.01 237 4.47 238 4.95 Other parameters you'll need: SO = $234.35 r = 0.74% T = 1/12 years (required precision 0.01 +/- 0.01) You Answered Correct Answer 12.88 margin of error +/- 0.01