Profit Making Techniques for Commodity Options 2nd Edition 2 pptx
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). ... time value. You, therefore, bought the option at 12, and, at expiration, it was worth 2. The OEX needed to fall to 168 before you would have profited. You can lose money bef...
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Profit Making Techniques for Commodity Options 2nd Edition_3 pdf
... 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) +1,3 12 − Net investment required 24 2 ,20 2M Net profit $ 12, 328 Return-if-exercised ... 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...
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Profit Making Techniques for Commodity Options 2nd Edition_5 pdf
... Results Price Bull spread Long call 645 2 7 / 8 −17 7 / 8 650 +2 1 / 8 − 12 7 / 8 655 +2 1 / 8 −7 7 / 8 660 +2 1 / 8 2 7 / 8 665 +2 1 / 8 +2 1 / 8 670 +2 1 / 8 +7 1 / 8 between sticking with the ... New bull spread 645 2 7 / 8 − 7 / 8 650 +2 1 / 8 − 7 / 8 655 +2 1 / 8 +4 1 / 8 660 +2 1 / 8 +4 1 / 8 665 +2 1 / 8 +4 1 / 8 c15 JWBK147-Smith May 8, 20 08 10:13 Char Count= 1 92 O...
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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 6 bull...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_2 docx
... 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 −.8 125 ... 12 3 / 4 2 1 / 4 175 11 7 3 / 4 3 1 / 4 180 7 7 / 8 2 3 / 4 5 5 / 8 185 4 7 / 8 04 7 / 8 190 3 1 / 8 03 1 / 8 195 2 0 2 c 02 JWBK147-Smith April 25 , 20 08 7:48 Char Count= Th...
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 ... −7.00 Short April $55 calls 28 4 0.13 −36. 92 0.05 −14 .20 Net Position 0.08 21 .20 addition, you are now short 21 contracts because the position has moved the deltas of the option...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_5 ppt
... 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 Position $8,010 . 52 −. 023 4 .0115 − .24 28 c07 ... initial investment. The formula is: Return = (Profit or loss) ÷ initial investment For example, if you buy an IBM option for 5 and sell it for 7 1 / 2 ,fora profit of 2 1 /...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_6 potx
... 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 2 1 / 2 , your return on investment ... have an opinion on vega before rolling forward. c08 JWBK147-Smith May 8, 20 08 10:0 Char Count= 104 BUY A PUT 7 Price of Underlying Instrument Profit 6 4 3 5 2 1 −1 2...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_9 doc
... −5 7 / 8 2 7 / 8 −7 7 / 8 640 2 − 7 / 8 2 7 / 8 −7 7 / 8 645 −7 +4 1 / 8 2 7 / 8 −7 7 / 8 647 7 / 8 −7 +70 −7 7 / 8 650 −7 +9 1 / 8 +2 1 / 8 −7 7 / 8 655 −7 +9 1 / 8 +2 1 / 8 2 7 / 8 the ... spread Long call 635 2 7 / 8 −5 5 / 8 640 2 7 / 8 −5 5 / 8 645 2 7 / 8 −5 5 / 8 647 7 / 8 0 2 3 / 4 650 +2 1 / 8 − 5 / 8 655 +2 1 / 8 +4 3 / 8 c14 JWBK147-Smith May 8, 20 08 10:8 Char...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_10 docx
... − 1 / 4 +2 3 / 8 520 − 1 / 4 +2 3 / 8 525 +4 3 / 4 2 5 / 8 530 − 1 / 4 2 5 / 8 c16 JWBK147-Smith May 8, 20 08 10:14 Char Count= 20 2 OPTION STRATEGIES exercise. Thus, you might be exercised before ... 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...
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