Profit on a bull call spread

You build a bull call spread: buy a $95-strike call for $7 and sell a $105-strike call for $2 (same expiry, one share each). At expiry the stock is at $110. What is your net profit per share, in dollars (a loss is negative)?

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  1. Value both call legs at $110, then subtract the net debit.
  2. Payoff =max(11095,0)max(110105,0)=\max(110-95,0)-\max(110-105,0); debit =72=7-2.

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Asked at: Timed Mental-Math & Sequences, ETF Market-Making

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