70 8800 12319 716 126 1020 16 89 39 4 1 759 6 204

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Unformatted text preview: 2.4 7 0.26 -19 .6 8 -2.78 -9 0.57 -110.82 -30.6 5 6 .72 -4 7.6 3 0.29 4 .01 -4 9 .74 17.19 8.28 16 .00 -23.38 -6 5.82 23.75 8.16 12.9 5 -1.18 -88.27 -38.6 0 26 .37 14 .74 -5.36 -4 .87 12.6 2 3.39 -10.9 4 -16 .9 4 -35.07 22.23 5.14 -101.9 8 6 .12 -85.73 -37.12 -9 1.12 -37.00 -4 9 .23 -5.4 1 -24 .18 7.36 -1.4 4 -8.35 6 .54 17.06 13.04 -15.13 -20.14 -6 2.9 2 -13.30 15.21 -16 .76 -27.34 -4 9 .6 0 -37.9 2 Initial Data Daily Volatility (in Calendar Days) # of Calls Strike Price # of Calls Strike Price # of Puts Strike Price 1.50% -1.5 95 2.5 105 -1 95 S r 28 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 21 100.00 85.00 85.25 85.50 85.75 86.00 86.25 86.50 86.75 87.00 87.25 87.50 87.75 88.00 88.25 88.50 88.75 89.00 89.25 89.50 89.75 90.00 90.25 90.50 90.75 91.00 91.25 91.50 91.75 92.00 92.25 92.50 92.75 93.00 93.25 93.50 93.75 94.00 94.25 94.50 94.75 95.00 95.25 95.50 95.75 96.00 96.25 96.50 96.75 97.00 97.25 97.50 97.75 98.00 98.25 98.50 98.75 99.00 99.25 99.50 99.75 100.00 100.25 100.50 100.75 101.00 101.25 101.50 101.75 102.00 102.25 102.50 102.75 103.00 103.25 103.50 103.75 104.00 104.25 104.50 104.75 105.00 105.25 105.50 105.75 106.00 106.25 106.50 106.75 107.00 107.25 107.50 107.75 108.00 108.25 108.50 108.75 109.00 109.25 109.50 109.75 110.00 110.25 110.50 110.75 111.00 111.25 111.50 111.75 112.00 112.25 112.50 112.75 113.00 113.25 113.50 113.75 114.00 114.25 114.50 114.75 115.00 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% 0.005479% d X=95 0.7053 -1.5670 -1.5243 -1.4817 -1.4392 -1.3968 -1.3546 -1.3125 -1.2705 -1.2286 -1.1869 -1.1453 -1.1038 -1.0624 -1.0211 -0.9800 -0.9389 -0.8980 -0.8572 -0.8165 -0.7759 -0.7355 -0.6951 -0.6549 -0.6147 -0.5747 -0.5348 -0.4950 -0.4553 -0.4157 -0.3762 -0.3369 -0...
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This note was uploaded on 09/13/2013 for the course FINANCE 225 taught by Professor Aureliovasquez during the Winter '13 term at Instituto Tecnológico de Santo Domintgo.

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