Giventhatfutures

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Unformatted text preview: _______________ 10. For put options, what factors influenced the price between 11/15/200 and 11/28/2011? 11. How would your answer to 10 differ for call options? 12. Between 12/6/2011 and 12/9/2011, what happened to call option premium? Given that futures contract prices changed very little and interest rates have little impact on options prices, what cause the change between 12/6/2011 and 12/9/2011? Name: _________________________________ 13. Using 11/19/2011 prices, illustrate positions to implement put‐call parity? 14. Why is put‐call parity important? 15. What information do you need to know to calculate the theoretical futures index price on 11/15/2011? Name: _________________________________ 16. Between 11/15/2011 and 11/28/2011, describe the total gains and total losses that existed in the S&P 500 December 2011 contract? Specifically focus on the relationship between total gains and total losses. 17. How could you determine the volatility of the market on 11/28/2011? Illust...
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