Trading Strategies Profit Making Techniques For Stock 2 pdf
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_2 docx
... 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 −.8 125 633.55 SP100 Apr 570 p 22 32 10406 1.0 625 .375 .4375 −.8 125 633.55 The rows are for the prices ... range of the strike price. For example, a stock selling for less than $25 per share has strike prices 2. 50 dollars or points apart, whereas a stock selling for g...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_3 pptx
... futures 21 1.00 21 .00 0.00 0.00 Short April $50 puts 100 0.58 58.00 0.07 −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 ... JWBK147-Smith May 8, 20 08 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. 12 15.13 40 10.15 10...
Ngày tải lên: 20/06/2014, 20:20
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 ... 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 / 2 , your return on investment is 50 percent (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...
Ngày tải lên: 20/06/2014, 20:20
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...
Ngày tải lên: 20/06/2014, 20:20
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...
Ngày tải lên: 20/06/2014, 20:20
Trading Strategies Profit Making Techniques For Stock_1 docx
... futures 21 1.00 21 .00 0.00 0.00 Short April $50 puts 100 0.58 58.00 0.07 −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 ... JWBK147-Smith May 8, 20 08 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. 12 15.13 40 10.15 10...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_2 pdf
... Mean FIGURE 5.6 30 day historical volatility for IBM c05 JWBK147-Smith April 25 , 20 08 8: 42 Char Count= Volatility 61 60 50 40 30 20 10 0 13579111315171 921 2 325 2 729 313335373941434547495153555759 Days Price FIGURE ... bearish for implied volatility if it is significantly above the historical volatility and bullish if it is significantly below the historical volatility. 27 .5% 2...
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Trading Strategies Profit Making Techniques For Stock_3 pot
... 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 c06 ... 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 / 2 , your return on investment is 50 percent (2 1 /...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_4 pptx
... 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 ... JWBK147-Smith May 8, 20 08 10:3 Char Count= 116 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...
Ngày tải lên: 22/06/2014, 12:20