Derivatives and Risk Management
Sheet1
| Expires January 19, 2018 | ||
| Strike | Call | Put |
| 900 | 100 | 9.71 |
| 920 | 82 | 11.4 |
| 940 | 70 | 18 |
| 960 | 58.3 | 25.9 |
| 980 | 47 | 35.1 |
| 1,000 | 35.7 | 43.2 |
| 1,020 | 27.6 | 54.5 |
| 1,040 | 20.3 | 67.6 |
| 1,060 | 14.8 | 82.1 |
| 1,080 | 11 | 98.6 |
| 1,100 | 7.6 | 114 |
| 1,120 | 5.7 | 133.2 |
| 1,140 | 4.2 | 152 |
| 1,160 | 2.9 | 171 |
| 1,180 | 2.5 | 190 |
| 1,200 | 1.8 | 209.8 |