Var variance 1006 2333 1137 2481 1284 2636 1445 2797

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Unformatted text preview: 23.33 11.37 24.81 12.84 26.36 14.45 27.97 16.24 29.65 18.21 31.39 20.37 33.20 22.74 35.08 25.33 37.03 28.16 39.04 31.23 41.11 34.55 43.24 38.15 45.44 42.03 47.69 46.19 50.00 50.66 52.36 55.44 54.77 60.53 57.23 65.93 59.74 71.66 62.28 77.72 64.85 84.10 67.46 90.79 70.10 97.81 72.75 105.13 75.43 112.74 78.11 120.64 80.80 128.82 83.49 137.24 86.18 145.90 88.86 154.77 91.52 163.83 94.16 173.05 96.77 191.87 101.90 201.41 104.40 210.99 106.86 220.59 109.26 230.16 111.61 239.69 113.89 249.14 116.12 258.47 118.27 267.66 120.36 276.69 122.37 285.51 124.30 294.11 126.16 23.64 35.77 27.80 38.79 30.09 40.36 32.54 41.96 35.14 43.61 50.65 52.36 54.29 54.21 70.76 61.88 75.36 63.86 85.16 67.89 95.74 71.98 107.08 76.13 113.03 78.21 119.16 80.30 125.45 82.40 131.91 84.49 138.53 86.58 145.29 88.67 152.18 90.75 159.20 92.82 180.90 98.95 188.30 100.95 195.76 102.93 203.27 104.88 210.81 106.81 218.36 108.71 225.91 110.57 233.45 112.40 240.95 114.19 31.94 41.58 36.30 44.33 41.13 47.18 43.72 48.64 46.43 50.13 52.25 53.18 58.60 56.31 72.94 62.83 76.88 64.50 80.96 66.19 89.54 69.61 98.68 73.08 123.90 81.89 152.14 90.74 182.70 99.44 214.64 107.78 44.96 49.33 53.85 53.98 58.77 56.40 64.02 58.86 69.61 61.38 75.54 63.94 81.82 66.54 102.75 74.57 122.52 81.43 144.23 88.35 167.61 95.24 192.24 102.00 Option # T (DTM) Da ily Vola tility Da ily Vola tility Horiz on Horiz on Initial Data (in Ca lenda r Da ys) (in Tra ding Da ys) (in Ca lenda r Da ys) (in Tra ding Da ys) 1.50% 1.81% 14 10 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 43 71 71 71 71 71 71 71 71 71 71 71 71 71 71 71 71 71 71 71 71 71 71 71 71 71 71 71 71 71 99 99 99 99 99 99 99 99 99 99 99 99 99 99 99 99 16 2 16 2 16 2 16 2 16 2 16 2 16 2 16 2 16 2 16 2 16 2 16 2 X (Strike) 126 0 1255 1250 124 5 124 0 1235 1230 1225 1220 1215 1210 1205 1200 119 5 119 0 1185 1180 1175 1170 116 5 116 0 1155 1150 114 5 114 0 1135 1130 1125 1120 1115 1110 1105 1100 109 0 1085 1080 1075 1070 106 5 106 0 1055 1050 104 5 104 0 1035 1250 124 0 1235 1230 1225 1200 119 5 1175 1170 116 0 1150 114 0 1135 1130 1125 1120 1115 1110 1105 1100 1085 1080 1075 1070 106 5 106 0 1055 1050 104 5 1250 124 0 1230 1225 1220 1210 1200 1180 1175 1170 116 0 1150 1125 1100 1075 1050 1250 1230 1220 1210 1200 119 0 1180 1150 1125 1100 1075 1050 C (opt price) 0.4 5 0.50 0.6 8 0.70 0.85 1.18 1.4 0 1.6 8 1.85 2.28 2.6 5 3.30 3.9 0 4 .70 5.50 6 .55 7.75 9 .05 10.50 12.25 14 .15 16 .15 18.35 20.75 23.35 26 .54 29 .4 4 32.54 35.74 39 .04 4 2.53 4 6 .13 4 9 .83 57.53 6 1.53 6 5.6 2 6 9 .72 74 .07 78.32 82.6 2 87.07 9 1.52 9 6 .01 100.6 1 105.21 2.4 3 3.20 3.70 4 .30 5.00 9 .75 11.05 17.25 19 .15 23.35...
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