Refer to Table 10-6. Price quotes are stated in 1/64ths. a. How many Exxon Mobil June 2020 $40 put options were outstanding at the open of trading on March 13, 2020? (Round your answers to 3 decimal places. (e.g., 32.161)) b. What was the settlement price of a 10-year Treasury note April 137 futures call option on March 13, 2020? (Round your answers to 4 decimal places. (e.g., 32.1616)) c. What was the closing price of a April 2,715 call option on the S&P 500 Stock Index futures contract on March 13, 2020? Calculate the dollar price of the April 2,715 call option on the S&P 500 Stock Index futures contract on March 13, 2020. (Round your answers to 2 decimal places. (e.g., 32.16)) d. What was the open interest on June 2020 put options (with an exercise price of 235) on the Dow Jones Industrial Average stock index on March 13, 2020?
Refer to Table 10-6. Price quotes are stated in 1/64ths. a. How many Exxon Mobil June 2020 $40 put options were outstanding at the open of trading on March 13, 2020? (Round your answers to 3 decimal places. (e.g., 32.161)) b. What was the settlement price of a 10-year Treasury note April 137 futures call option on March 13, 2020? (Round your answers to 4 decimal places. (e.g., 32.1616)) c. What was the closing price of a April 2,715 call option on the S&P 500 Stock Index futures contract on March 13, 2020? Calculate the dollar price of the April 2,715 call option on the S&P 500 Stock Index futures contract on March 13, 2020. (Round your answers to 2 decimal places. (e.g., 32.16)) d. What was the open interest on June 2020 put options (with an exercise price of 235) on the Dow Jones Industrial Average stock index on March 13, 2020?
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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Transcribed Image Text:TABLE 10-6 Option Quotes, March 13, 2020
STOCK OPTIONS
Underlying Asset: Exxon Mobil Stock (XOM)
Closing Price: $38.11
Calls
Puts
Еxpiration
Strike Price
Last
Volume
Open Interest
Last
Volume
Open Interest
132
1,742
55
03/27/20
37.00
3.00
2.00
839
366
03/27/20
40.00
1.50
163
4.60
114
568
4.50
2.75
04/24/20
37.00
40.00
5.00
66
04/24/20
92
64
5.45
8
135
05/15/20
40.00
3,40
781
143
6.46
162
502
05/15/20
42.50
2.37
154
444
8.33
21
716
06/19/20
40.00
2.80
277
98
6.79
183
16,159
06/19/20
42.50
2.68
2,128
415
8.65
32
2,348
STOCK INDEX OPTIONS
Underlying Asset: DJIA Index
Closing Value: 231.86
Cals
Puts
Expiration
Strike Price
Last
Volume
Open Interest
Last
t
Volume
Open Interest
03/20/20
03/20/20
225.00
10.50
29
22
17.35
20.50
12
1,040
235.00
5.20
38
111
23
2,329
04/17/20
04/17/20
225.00
235.00
14.08
2
2
14.95
12
96
9.20
19
33
21.14
12
148
05/15/20
225.00
15.97
2
28.70
13
27.50
27.90
05/15/20
235.00
12.66
5
5
1
3
225,00
235.00
06/19/20
60.42
84
1
53
06/19/20
21.00
27
32.97
1
358
STOCK INDEX OPTIONS
Underlying Asset: S&P 500 Index
Closing Value: 2,710.95
Calls
Puts
Expiration
Strike Price
Last
Volume
Open Interest
Last
Volume
Open Interest
2705.00
2715.00
2705.00
64.70
64.02
03/27/20
13
15
206.01
130,93
11
593
488
715
03/27/20
73
8
04/24/20
0.00
322.03
19
136,71
201.80
199.60
187.90
300,78
224,83
320.44
350.60
04/24/20
2715.00
2710.00
2715.00
2710.00
05/15/20
45
11
3
2,948
05/15/20
06/19/20
47
16
14
1,111
10
188
330
06/19/20
2715.00
170.78
2
348.89
14
8
OPTIONS ON INTEREST RATE FUTURES
Underlying Asset: June 2020 30-Year Treasury Bond Future
Prior Settle: 179'00
Calls
Puts
Еxpiration
Strike Price
Last
Volume
Open Interest
Last
Volume
Prior Settle
Apr 2020
Apr 2020
May 2020
May 2020
Jun 2020
| Jun 2020
Jun 2020
Jun 2020
175.00
4'08
47
6'21
1'57
l'53
4'05
3'20
6 30
179.00
l'49
133
4'05
3'59
45
174.00
180.00
173.00
176.00
6'14
3'20
88
8:20
2'57
236
51
5'30
6'38
55
8'00
10
1004
3'47
41
4'05
5 35
7'14
5'32
752
8'34
5'45
665
179.00
180.00
4'30
4'50
43
7'14
8'06
2
67
48
6'52
7'30
7'52
OPTIONS ON INTEREST RATE FUTURES
Underlying Asset: June 2020 10-Year Treasury Note Future
Prior Settle: 137'08
Calls
Puts
Expiration
Strike Price
Last
Volume
Open Interest
Last
Volume
Prior Settle
Apr 2020
Apr 2020
May 2020
Мay 2020
May 2020
May 2020
Jun 2020
Jun 2020
136.00
l'19
1,178
1'58
0'46
3,535
0 42
137.00
0'44
l'43
5.347
1'24
1'35
6,376
5,698
6,337
l'08
2'19
2'05
136.50
4,471
1'28
l'35
137.00
l'22
2,768
1'46
l'53
138.00
138.50
l'08
6,139
1'45
2'02
2 29
l'01
l'55
l'32
129
1'35
3'02
2'54
123
2'51
2'40
2'61
2'24
224
753
137.50
324
138.00
5,132
2'13
3'03
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Transcribed Image Text:Refer to Table 10-6.
Price quotes are stated in 1/64ths.
a. How many Exxon Mobil June 2020 $40 put options were outstanding at the open of
trading on March 13, 2020? (Round your answers to 3 decimal places. (e.g., 32.161))
b. What was the settlement price of a 10-year Treasury note April 137 futures call option on
March 13, 2020? (Round your answers to 4 decimal places. (e.g., 32.1616))
c. What was the closing price of a April 2,715 call option on the S&P 500 Stock Index futures
contract on March 13, 2020? Calculate the dollar price of the April 2,715 call option on the S&P
500 Stock Index futures contract on March 13, 2020. (Round your answers to 2 decimal
places. (e.g., 32.16))
d. What was the open interest on June 2020 put options (with an exercise price of 235) on
the Dow Jones Industrial Average stock index on March 13, 2020?
Put options
b. Settlement price
la.
c. Closing price
Dollar price
d. Open interest
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