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The information is for the next 2 problems: The MSFT stock price as of Monday...

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Finance

The information is for the next 2 problems: The MSFT stock price as of Monday May 3rd, is $252. Please see the matrix below for July 16th expirations. It is 0.18 of a year away:

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10 a) Can you calculate the total price of a straddle (1 put and 1 call contract) with a strike price of 240. Assume a $10 charge for purchasing AND selling all contracts.

10) b) Suppose one month later prices increased by $2 across the board. What are your total profits(losses)?

Calls Fri Jul 16 2021 A Puts Last Net Bid Ask Vol IV Delta Gamma Int Strike Last Net Bid Ask Vol IV Delta Gamma Int 17.7 -0.275 17.15 18.1 221 0.24 0.68 0.01 13715 5.8 +0.15 5.45 6.1 530 0.24 -0.31 0.01 3820 14.29 -0.36 13.8 14.7 142 0.23 0.62 0.01 1488 7.47 +0.22 6.95 7.85 93 0.23 -0.38 0.01 2396 11.2 -0.45 10.9 11.9 552 0.23 0.55 0.01 2997 MSFT 240.000 MSFT 245.000 MSFT 250.000 MSFT 255.000 MSFT 260.000 9.75 +0.4 9.1 10.15 1,789 0.23 -0.45 0.02 6172 8.7 -0.4 8.7 9.1 1,280 0.23 0.47 0.02 4889 12 +0.2 11.4 12.3 205 0.22 -0.53 0.02 1378 6.8 -0.2 6.2 7.35 488 0.22 0.39 0.01 14011 15.18 +0.555 14.5 16.6 34 0.23 -0.6 0.01 5548 4.98 -0.27 4.8 5.15 4,318 0.22 0.32 0.01 12265 MSFT 265.000 18.5 +0.6 17.9 20.1 1 0.24 -0.66 0.01 610

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