Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition 2 docx
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_2 docx
... Board Index Options Week’s Expire date Open Net N.Y. Strike price Sales Int. High Low Price Chg. Close SP100 Apr 530 p 24 34 7 721 .25 . 125 . 125 −.0 625 633.55 SP100 Apr 565 p 1 724 5449 .875 .25 .3 125 ... .25 .3 125 −.8 125 633.55 SP100 Apr 570 p 22 32 10406 1.0 625 .375 .4375 −.8 125 633.55 The rows are for the prices of the various strike prices; the columns are for calls and...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_3 pptx
... in foreign interest rates. This is only used in foreign exchange options. It has no impact on any other options. Foreign exchange options are affected by phi because options are priced on the forward ... 53. 62 0.080 −9.93 6.56 2. 71 55 0.51 19 .28 0.060 −6.55 4.53 1.00 60 0.08 4.07 0. 020 2. 05 1.44 0 .21 65 0.01 0.54 0.003 −0.36 0 .26 0.03 c04 JWBK147-Smith May 8, 20 08 9:48 Char...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_5 ppt
... at expiration. For example, assume you bought OEX 580 options at 12 and the OEX was at 575. If the option expires and c06 JWBK147-Smith May 8, 20 08 9: 52 Char Count= 84 OPTION STRATEGIES FIGURE ... C and sell a Jan 120 C? Option Premium Imp Vol Delta Gamma Theta Vega Jan 120 C −4.30 21 .73 .46 −. 029 4 .0 325 − .25 09 Oct 105 C 11.40 31.67 .98 .0060 −. 021 0 .0081 Net P...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_6 potx
... are trading for $4 and the out-of-the-money options are trading for $2. This means that you could have twice as many of the out-of-the-money options as you could of the at-the-money options. This ... initial investment. The formula is: Return = (Profit or loss) ÷ initial investment For example, if you buy an IBM put option for 5 and sell it for 7 1 / 2 ,for a profit of...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_9 doc
... S&P 500 futures contract at 22 5 and sell two 22 5 put options with deltas of −0.50 each. The delta on the short stock index futures is −1.00 so you need to sell options that have a total delta ... out- of-the-money options is greater than the at-the-money options. You can sell the out-of-the-money options and buy the at-the-money options, expecting the volatility skew...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_10 docx
... 8, 20 08 10:13 Char Count= c17 JWBK147-Smith May 8, 20 08 10:17 Char Count= 21 0 OPTION STRATEGIES 4 Price of Underlying Instrument Profit 0 −1 1 3 2 2 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 FIGURE ... spread 520 − 1 / 4 2 3 / 8 525 +4 3 / 4 +2 5 / 8 530 − 1 / 4 +2 5 / 8 However, the market has dropped to 525 , you have switched to the bull camp,...
Ngày tải lên: 20/06/2014, 20:20
Profit Making Techniques for Commodity Options 2nd Edition_2 pptx
... loss) ÷ initial investment For example, if you buy an IBM put option for 5 and sell it for 7 1 / 2 ,for a profit of 2 1 / 2 , your return on investment is 50 percent (2 1 / 2 ÷ 5 = 0.50, or 50 percent). ... are trading for $4 and the out-of-the-money options are trading for $2. This means that you could have twice as many of the out-of-the-money options as you cou...
Ngày tải lên: 21/06/2014, 12:20
Profit Making Techniques for Commodity Options 2nd Edition_3 pdf
... common stock and deliver the stock to the call buyer. c10 JWBK147-Smith May 8, 20 08 10:4 Char Count= Covered Call Writing 139 −40 −30 20 160 165 170 175 180 185 190 195 20 0 20 5 21 0 21 5 22 0 22 5 23 0 −10 0 10 20 30 Original Rolled ... required $24 2 ,20 2 Example 10.5 Return-if-unchanged–Convertible Proceeds from bond sale $25 3 ,21 8 + Coupon yield ( 7 7 / 8 % coupon)...
Ngày tải lên: 21/06/2014, 12:20
Profit Making Techniques for Commodity Options 2nd Edition_5 pdf
... S&P 500 futures contract at 22 5 and sell two 22 5 put options with deltas of −0.50 each. The delta on the short stock index futures is −1.00 so you need to sell options that have a total delta ... out- of-the-money options is greater than the at-the-money options. You can sell the out-of-the-money options and buy the at-the-money options, expecting the volatility skew...
Ngày tải lên: 21/06/2014, 12:20
Profit Making Techniques for Commodity Options 2nd Edition_10 potx
... May 29 , 20 08 21 :23 Char Count= 0 304 INDEX Liquidation, of trades/positions (Continued) bull spreads, 189–1 92, 194–195 butterfly spreads, 21 6 21 7, 21 9, 22 1 22 2 calendar spreads, 22 9, 23 0 23 1 covered ... spreads, 23 5 23 6 straddles, 25 1 25 2 strangles, 25 2 synthetic calls and puts, 26 8 synthetic longs and shorts, 27 2 27 3 Rolling down: bear spreads, 20 5 20...
Ngày tải lên: 21/06/2014, 12:20