| Stock price = $100 | Call bid | Call ask | Strike | Put bid | Put ask |
|---|---|---|---|---|---|
| 30 days until expiration | 2.70 | 2.90 | 98 | 0.80 | 0.85 |
| 2.15 | 2.25 | 99 | 1.10 | 1.15 | |
| 1.35 | 1.45 | 100 | 1.40 | 1.45 | |
| 1.00 | 1.05 | 101 | 1.95 | 2.10 | |
| 0.75 | 0.80 | 102 | 2.55 | 2.75 |
Disclosure Title
Note:
Disclosure
This example does not take IV into account, particularly around earnings.