Interview Question

Interview Chicago, IL

Gave different spreads (butterflies,call,put) and prices

  and I had to figure out the price of certain strike calls and puts. interesting mixture between logic and options knowledge.

Interview Answer

2 Answers


I can't remember exact answer but I used put call parity equation frequently and algebra to solve for a given strike (i.e. put spread and put butterfly to solve for a strike in the butterfly).

Interview Candidate on Jan 29, 2012

is the second round very difficult?

tiffanyL on Aug 23, 2012

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