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SCORP Has Puts and Calls Available for Trading for the Expiration

Question 20

Essay

SCORP has puts and calls available for trading for the expiration months of June, September, and December. For the trading day May 2, 199X, SCORP closed at $40 per share. Strike prices for SCORP are $35, $40, and $45. The following prices for the 9 call options (3 expiration dates and 3 strike prices) for this date were (in scrambled order):
A. 51/25 \quad 1/2
F. 47/8\quad 4\quad 7 /8
B. 4
G. 3/4\quad 3 / 4
C. 21/162\quad1 / 16
H. 71/4 7\quad1 / 4
D. 63/86\quad3 / 8
E. 31/8 3\quad1 / 8


Fill in the following matrix of prices for these calls, using LETTERS ONLY (i.e., A through I)
 June September  December $35$40$45\begin{array} { l c c } & \text { June }& \text {September } & \text { December } \\ \$ 35 & \underline{\quad\quad}&\underline{\quad\quad}&\underline{\quad\quad} \\\$ 40 & \underline{\quad\quad}&\underline{\quad\quad} &\underline{\quad\quad}\\\$ 45 &\underline{\quad\quad}&\underline{\quad\quad}&\underline{\quad\quad}\end{array}

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