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:
Contract Month | Futures Settlement Price (Limit) | Synthetic Price |
---|---|---|
Lean Hog June 2023 | 80.825 | 81.050 |
Lean Hog July 2023 | 79.525 | 80.350 |
Lean Hog August 2023 | 78.800 | 79.350 |