Trading Strategies Profit Making Techniques For Stock 1 docx
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_2 docx
... Close SP100 Apr 530 p 2434 77 21 .25 .12 5 .12 5 −.0625 633.55 SP100 Apr 565 p 17 24 5449 .875 .25 . 312 5 −. 812 5 633.55 SP100 Apr 570 p 2232 10 406 1. 0625 .375 .4375 −. 812 5 633.55 The rows are for the ... 12 3 / 4 2 1 / 4 17 5 11 7 3 / 4 3 1 / 4 18 0 7 7 / 8 2 3 / 4 5 5 / 8 18 5 4 7 / 8 04 7 / 8 19 0 3 1 / 8 03 1 / 8 19 5 2 0 2 c02 JWBK147-Smith April 25, 2008 7:48...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_3 pptx
... Vega Rho 35 15 .12 99.77 0.000 1. 09 0. 01 3. 81 40 10 .17 98.82 0.005 1. 95 0.43 4. 31 45 5.50 87.40 0.0 41 −6.05 3.38 4 .19 50 2.08 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 ... sense. c04 JWBK147-Smith May 8, 2008 9:48 Char Count= 52 WHY AND HOW OPTION PRICES MOVE TABLE 4.8 Theoretical Prices Implied Volatilities Strike 20% 30% 40% 35 15 .12 15...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_5 ppt
... Vega Oct 11 5 C −2.50 22.39 −.57 −.0748 .0789 −.0 919 IBM 18 ,14 1 1. 57 Net Position 15 ,6 41 1.00 −.0748 .0789 −.0 919 Now we have exactly what we were looking for, a position that is long the stock in ... Vega Oct 11 5 C −3.50 27.33 −. 61 −.0597 .0922 −.0907 IBM 18 ,14 1 1. 57 Net Position and Profit/Loss +18 .10 .96 −.0597 .0922 −.0907 The Oct 11 5 C is just barely in-the-mo...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_6 potx
... vega before rolling forward. c08 JWBK147-Smith May 8, 2008 10 :0 Char Count= 10 4 BUY A PUT 7 Price of Underlying Instrument Profit 6 4 3 5 2 1 1 −2 −3 0 40 41 42 43 44 45 46 47 48 49 50 51 53 54 55 56 57 58 59 60 52 FIGURE ... to the c09 JWBK147-Smith May 8, 2008 10 :3 Char Count= 11 6 OPTION STRATEGIES 3 Price of Underlying Instrument Profit 2 0 1 1 −2 −3 −5 −6 −7 −4 40...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_9 doc
... +4 1 / 8 −2 7 / 8 647 7 / 8 −7 +70 650 −7 +9 1 / 8 +2 1 / 8 655 −7 +9 1 / 8 +2 1 / 8 c14 JWBK147-Smith May 8, 2008 10 :8 Char Count= 17 8 OPTION STRATEGIES For stocks, the number of UIs is the number ... −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 c13 JWBK147-Smith May 8, 2008 10 :6 Char Count= Covered...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_10 docx
... you could c15 JWBK147-Smith May 8, 2008 10 :13 Char Count= c17 JWBK147-Smith May 8, 2008 10 :17 Char Count= 210 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 ... c16 JWBK147-Smith May 8, 2008 10 :14 Char Count= 19 8 OPTION STRATEGIES 3 Profit 2 1 0 1 −2 −3 Price of Underlying...
Ngày tải lên: 20/06/2014, 20:20
Trading Strategies Profit Making Techniques For Stock_1 docx
... Vega Rho 35 15 .12 99.77 0.000 1. 09 0. 01 3. 81 40 10 .17 98.82 0.005 1. 95 0.43 4. 31 45 5.50 87.40 0.0 41 −6.05 3.38 4 .19 50 2.08 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 .13 c04 JWBK147-Smith May 8, 2008 9:48 Char Count= 52 WHY AND HOW OPTION PRICES MOVE TABLE 4.8 Theoretical Prices Implied Volatilities Strike 20% 30% 40% 35 15 .12 15...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_2 pdf
... volatility for IBM c05 JWBK147-Smith April 25, 2008 8:42 Char Count= Volatility 61 60 50 40 30 20 10 0 13 57 911 1 315 1 719 212 3252729 313 3353739 414 3454749 515 3555759 Days Price FIGURE 5 .1 Daily Prices Standard ... perhaps the most important additional dimension. 59 c05 JWBK147-Smith April 25, 2008 8:42 Char Count= Volatility 65 012 345678 910 111 213 1 415 lognormal distribut...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_3 pot
... Vega Oct 11 5 C −2.50 22.39 −.57 −.0748 .0789 −.0 919 IBM 18 ,14 1 1. 57 Net Position 15 ,6 41 1.00 −.0748 .0789 −.0 919 Now we have exactly what we were looking for, a position that is long the stock in ... Oct 11 5 C and sell a Jan 12 0 C? Option Premium Imp Vol Delta Gamma Theta Vega Jan 12 0 C −4.30 21. 73 .46 −.0294 .0325 −.2509 Oct 10 5 C 11 .40 31. 67 .98 .0060 −.0 210 ....
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_4 pptx
... to the c09 JWBK147-Smith May 8, 2008 10 :3 Char Count= 11 6 OPTION STRATEGIES 3 Price of Underlying Instrument Profit 2 0 1 1 −2 −3 −5 −6 −7 −4 40 41 42 43 44 45 46 47 48 49 50 51 53 54 55 56 57 58 59 60 52 FIGURE ... the new strike to c09 JWBK147-Smith May 8, 2008 10 :3 Char Count= c10 JWBK147-Smith May 8, 2008 10 :4 Char Count= 12 4 OPTION STRATEGIES (Bull call spread is th...
Ngày tải lên: 22/06/2014, 12:20