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Question
SCORP has puts and calls available for trading for the expiration months of June, September, and December. For the trading day May 2, 199X, SCORP closed at $40 per share. Strike prices for SCORP are $35, $40, and $45. The following prices for the 9 call options (3 expiration dates and 3 strike prices) for this date were (in scrambled order):A. 5 ½ F. 4 7/8
B. 4 G. 3/4
C. 2 1/16 H. 7 1/4
D. 6 3/8 I. 2 7/16
E. 3 1/8
Fill in the following matrix of prices for these calls, using LETTERS ONLY (i.e., A through I)
June | September | December | |
$35 | ________ | ________ | ________ |
$40 | ________ | ________ | ________ |
$45 | ________ | ________ | ________ |
Answer
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