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The following quotes were observed for options on a given stock-(Answered)

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The following quotes were observed for options on a given stock on November 1 of a given year.? These are American calls.? The stock price was 113.25.



Strike??? Nov??? Dec??? Jan?

??? 105????? 8.35??? 10????? 11.5????? ??? ???

??? 110????? 4.35??? 7.15??? 8.25??????? ??? ???

??? 115????? 1.5????? 3.75??? 5.25??????? ??? ???


What is the time value of the December 110 call?

 

Paper#9210102 | Written in 27-Jul-2016

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