Trading Strategies Profit Making Techniques For Stock 3 pot
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_2 docx
... Close SP100 Apr 530 p 2 434 7721 .25 .125 .125 −.0625 633 .55 SP100 Apr 565 p 1724 5449 .875 .25 .31 25 −.8125 633 .55 SP100 Apr 570 p 2 232 10406 1.0625 .37 5 . 437 5 −.8125 633 .55 The rows are for the prices ... Intrinsic value Time value 165 19 17 3 / 4 1 1 / 4 170 15 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...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_3 pptx
... 0.0 03 −0 .36 0.26 0. 03 c04 JWBK147-Smith May 8, 2008 9:48 Char Count= Advanced Option Price Movements 53 TABLE 4.9 Implied Volatilities Implied Strike volatility 35 35 40 33 45 30 50 27 55 31 60 33 65 ... 0.0677 0. 538 4 0. 936 0 30 0. 039 9 0. 533 4 0.9582 20 0.0146 0.5274 0.98 13 10 0.0009 0.5195 0.9978 c 03 JWBK147-Smith April 25, 2008 8 :33 Char Count= The Basics of Opt...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_5 ppt
... Delta Gamma Theta Vega Oct 120 C −.50 20 .33 −.20 −.059 .04 83 −.0658 Oct 105 C 11.20 31 .75 .94 .016 −.0452 .0279 Net Position 10,700 .74 −.0 43 .0 031 −. 037 9 Interesting. We had to come up with an ... us more bang for the buck: Option Premium Imp Vol Delta Gamma Theta Vega Oct 115 C 3. 50 27 .33 −.61 −.0597 .0922 −.0907 Oct 105 C 11.40 31 .67 .98 .006 −.021 .0081 Net Position −$80 ....
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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= 104 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 ... JWBK147-Smith May 8, 2008 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 4...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_9 doc
... 647 7 / 8 . Table 15 .3 shows the same situation for a bull call spread with the 645 call purchased for 10 3 / 4 and the 650 call purchased for 7 7 / 8 . The dollar risk for a bull call spread ... criterion for determining if you should roll forward is the re- turn per day. However, it is only applicable for rolling forward into the same strike price. For example, you might b...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_10 docx
... JWBK147-Smith May 8, 2008 10:14 Char Count= 198 OPTION STRATEGIES 3 Profit 2 1 0 −1 −2 3 Price of Underlying Instrument 40 41 42 43 44 41 46 47 48 49 50 51 53 54 55 56 57 58 59 60 52 FIGURE 16.1 Bear Spread Note ... − 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, 2008 10:14 Char Count= 202 OPTION STRATEGIES exercis...
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Trading Strategies Profit Making Techniques For Stock_1 docx
... 0.0944 0.5427 0.9165 40 0.0677 0. 538 4 0. 936 0 30 0. 039 9 0. 533 4 0.9582 20 0.0146 0.5274 0.98 13 10 0.0009 0.5195 0.9978 c 03 JWBK147-Smith April 25, 2008 8 :33 Char Count= 36 WHY AND HOW OPTION PRICES ... 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 0.041 −6.05 3. 38 4.19 50 2.08 53. 62 0.080 −9. 93 6.56 2.71 55 0.51 19.28...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_2 pdf
... historical volatility. 27.5% 25.0% 22.5% 20.0% 17.5% 15.0% 12.5% 10.0% OctSepAugJulJunMayAprMarFebJanDecNov 30 D HV IV Index Mean FIGURE 5.6 30 day historical volatility for IBM c05 JWBK147-Smith April 25, 2008 8:42 Char Count= Volatility 61 60 50 40 30 20 10 0 135 7911 131 5171921 232 5272 931 333 537 3941 434 5474951 535 55759 Days Price FIGURE ... unique distribution pattern. For...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_3 pot
... Delta Gamma Theta Vega Oct 120 C −.50 20 .33 −.20 −.059 .04 83 −.0658 Oct 105 C 11.20 31 .75 .94 .016 −.0452 .0279 Net Position 10,700 .74 −.0 43 .0 031 −. 037 9 Interesting. We had to come up with an ... JWBK147-Smith May 8, 2008 9:56 Char Count= 92 OPTION STRATEGIES 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 5...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_4 pptx
... JWBK147-Smith May 8, 2008 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 50 51 53 54 55 56 57 58 59 60 52 FIGURE ... it currently trades at 15, and the OEX 530 calls are trading for 3. You could liquidate the OEX 550s, take the 10-point profit, and invest 3 in the OEX 530 calls. Notice...
Ngày tải lên: 22/06/2014, 12:20