Calls Puts Option and NY Close Exercise/ Strike Expiration Vol. Last Vol. Last P
ID: 2641849 • Letter: C
Question
Calls
Puts
Option and NY Close
Exercise/
Strike
Expiration
Vol.
Last
Vol.
Last
Price
GM
5
Nov
89
1.12
41
0.15
6.8
5
Dec
85
1.15
22
0.1
6.8
8
Nov
5
1.15
41
1.1
6.8
8
Feb
60
0.45
55
1.2
Please show steps of your answers (or brief explanation) so I can understand how you arrived to the results. In Excel, please include formula and values used....Thanks very much.
Calls
Puts
Option and NY Close
Exercise/
Strike
Expiration
Vol.
Last
Vol.
Last
Price
GM
5
Nov
89
1.12
41
0.15
6.8
5
Dec
85
1.15
22
0.1
6.8
8
Nov
5
1.15
41
1.1
6.8
8
Feb
60
0.45
55
1.2
Explanation / Answer
Ans:
6.8
8
Feb
60
0.45
55
1.2
The last one is mispriced which is have price (1.2) of more than the call option (0.45).
6.8
8
Feb
60
0.45
55
1.2
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