Series 3 — National Commodity Futures Exam — All Questions

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3 questions

Options on Futures

The buyer of a call option on a futures contract has the right to:

  • a.Go long the underlying futures at the strike price
  • b.Go short the underlying futures at the strike price
  • c.Require the writer to deliver the physical commodity immediately
  • d.Collect the premium from the writer

A call gives its buyer the right to buy, meaning to establish a long futures position at the strike price. A put gives the right to go short. The premium flows from the buyer to the writer, not the reverse.

Options on Futures

What is the maximum loss for the buyer of a put option on futures?

  • a.Unlimited
  • b.The premium paid for the option
  • c.The strike price times the contract size
  • d.The initial margin on the underlying futures

An option buyer can never lose more than the premium paid, regardless of how the market moves. This defined, limited risk is a key reason hedgers and speculators buy options instead of trading futures outright.

Options on Futures

A call option on futures with a strike price of 50 is trading while the underlying futures price is 56. The option is:

  • a.Out of the money by 6
  • b.At the money
  • c.In the money by 6
  • d.Worthless because it has no time value

A call is in the money when the futures price is above the strike. Here 56 minus 50 gives 6 points of intrinsic value, so the call is in the money by 6. Any premium above 6 would be time value.

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