Synthetic Prices Used For Options Settlement Derivation

As a result of the underlying futures settling at their limit prices for the below options, these are the synthetic prices used for the derivation of the corresponding options settlements:

Trade Date: 7/9/2019

 

Contract Month Futures Settlement Price (Limit) Synthetic Price
Lean Hogs August 2019 79.075 80.000
Lean Hogs October 2019 71.000 71.800
Lean Hogs December 2019  70.450 70.600