问题如下：
Aline Nuñes, a junior analyst, works in the derivatives research division of an international securities firm. Nuñes’s supervisor, Cátia Pereira, asks her to conduct an analysis of various option trading strategies relating to shares of three companies: IZD, QWY, and XDF. On 1 February, Nuñes gathers selected option premium data on the companies, presented in Exhibit 1.
Nuñes considers two option strategies relating to XDF:
Strategy 7: Writing both the April €75.00 strike call option and the April €75.00 strike put option on XDF
Strategy 8: Writing the February €80.00 strike call option and buying the December €80.00 strike call option on XDF
Based on Exhibit 1, the maximum gain per share that could be earned if Strategy 7 is implemented is:
选项：
A.€5.74.
B.€5.76.
C.unlimited.
解释：
B is correct.
Strategy 7 describes a short straddle, which is a combination of a short put option and a short call option, both with the same strike price. The maximum gain is €5.76 per share, which represents the sum of the two option premiums, or c0 + p0 = €2.54 + €3.22 = €5.76. The maximum gain per share is realized if both options expire worthless, which would happen if the share price of XDF at expiration is €75.00.
为什么这道题不考虑stock价格的变化在计算的时候，但是在相同的问题，也就是说strategy 5的时候，算max profit就要考虑呢？
