Question

Nagini is an options investor who wants to create a call spread by going long on a PYPL 98.000 call and shorting a PYPL 93.000 call. Using the option chain for Paypal Holdings Inc shown here, what would be the net premium gain (cost) for this option spread play? Calls Last Net Bid Ask Vol Delta Gamma Int 7.35 5.425 7.05 7.25 6 0.81 0.6064 0.0245 6 6.5 -5.5 6.55 6.9 15 0.81 0.5812 0.025 6.1 -5.2 6.05 6.35 72 0.8 0.5557 0.0254 20 5.67 4.88 5.55 5.75 267 0.8 0.53 0.0257 5.25 4.6 5.1 5.35 353 0.8 0.5042 0.0259 6 1.7 -4.5 4.6 5.05 66 0.75 0.4785 0.026 25 Fri May 06 2022 Puts Strike PYPL93.000 Last Net Bid Ask Vol 5.2 +3.125 5.05 5.3 14 5.65 +3.33 5.45 5.85 6 6.3 +3.735 6.1 6.35 96 6.55 +3.69 6.6 6.8 47 6.8 +3.65 7.15 7.55 42 Delta Gamma Int 0.77 -0.394 0.0246 13 PYPL 94.000 PYPL 95.000 PYPL 96.000 PYPL 97.000 PYPL 98.000 0.76 0.4192 0.0251 0.76 0.4447 0.0255 197 0.76 0.4705 0.0258 14 0.75 0.4963 0.0259 12 7.83 +4.38 7.65 17 0.75 0.026 $ (2.05) $ 6.05 $ 2.00 $ 12.10 $ (12.10)

          Nagini is an options investor who wants to create a call spread by going long on a PYPL 98.000 call and shorting a PYPL 93.000 call. Using the option chain for Paypal Holdings Inc shown here, what would be the net premium gain (cost) for this option spread play?

Calls Last Net Bid Ask Vol Delta Gamma Int 7.35 5.425 7.05 7.25 6 0.81 0.6064 0.0245 6 6.5 -5.5 6.55 6.9 15 0.81 0.5812 0.025 6.1 -5.2 6.05 6.35 72 0.8 0.5557 0.0254 20 5.67 4.88 5.55 5.75 267 0.8 0.53 0.0257 5.25 4.6 5.1 5.35 353 0.8 0.5042 0.0259 6 1.7 -4.5 4.6 5.05 66 0.75 0.4785 0.026 25

Fri May 06 2022

Puts

Strike PYPL93.000

Last Net Bid Ask Vol 5.2 +3.125 5.05 5.3 14 5.65 +3.33 5.45 5.85 6 6.3 +3.735 6.1 6.35 96 6.55 +3.69 6.6 6.8 47 6.8 +3.65 7.15 7.55 42

Delta Gamma Int

0.77

-0.394 0.0246

13

PYPL 94.000 PYPL 95.000 PYPL 96.000 PYPL 97.000 PYPL 98.000

0.76 0.4192 0.0251

0.76 0.4447 0.0255 197

0.76 0.4705 0.0258

14

0.75 0.4963 0.0259

12

7.83

+4.38

7.65

17

0.75

0.026

$ (2.05)

$ 6.05

$ 2.00

$ 12.10

$ (12.10)

nagini is an options investor who wants to create a call spread by going long on a pypl 98000 call and shorting a pypl 93000 call using the option chain for paypal holdings inc shown here wh 24844

Added by Ivan M.

Question

Please give Ace some feedback