Trading Strategies Profit Making Techniques For Stock 4 pptx
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_2 docx
... 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 / 8 195 2 0 2 c02 JWBK 147 -Smith April 25, 2008 7 :48 Char Count= The ... Close SP100 Apr 530 p 243 4 7721 .25 .125 .125 −.0625 633.55 SP100 Apr 565 p 17 24 544 9 .875 .25 .3125 −.8125 633.55 SP100 Apr 570 p 2232 1 040 6 1.0625 .375 .43 75 −....
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_3 pptx
... 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 c 04 JWBK 147 -Smith May 8, 2008 9 :48 Char Count= Advanced Option Price Movements 53 TABLE 4. 9 Implied ... short, for example, 200 shares of stock or two futures contracts. TABLE 4. 2 Sensitivity of Delta to Time UI price Days to expire 45 50 55 60 0.1191 0. 546 6 0.8997 50 0.0 944 0....
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_5 ppt
... Unlimited 89 c07 JWBK 147 -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 57 58 59 60 52 FIGURE ... Delta Gamma Theta Vega Jan 120 C 4. 30 21.73 .46 −.02 94 .0325 −.2509 Oct 105 C 11 .40 31.67 .98 .0060 −.0210 .0081 Net Position $8,010 .52 −.02 34 .0115...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_6 potx
... before rolling forward. c08 JWBK 147 -Smith May 8, 2008 10:0 Char Count= 1 04 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 ... the c09 JWBK 147 -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 4...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_9 doc
... out-of-the-money c 14 JWBK 147 -Smith May 8, 2008 10:8 Char Count= 176 OPTION STRATEGIES 10 Price of Underlying Instrument Profit 8 4 2 6 0 −2 −6 −8 −10 4 40 41 42 43 44 45 46 47 48 49 50 51 53 54 55 56 57 58 59 60 52 FIGURE ... Count= 1 84 OPTION STRATEGIES 3 Profit 2 1 0 −1 −2 −3 Price of Underlying Instrument 40 41 42 43 44 45 46 47 48 49 50 51 53 54...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_10 docx
... c16 JWBK 147 -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 ... JWBK 147 -Smith May 8, 2008 10:13 Char Count= c17 JWBK 147 -Smith May 8, 2008 10:17 Char Count= 210 OPTION STRATEGIES 4 Price of Underlying Instrument Profit 0 −1 1 3 −2...
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Trading Strategies Profit Making Techniques For Stock_1 docx
... short, for example, 200 shares of stock or two futures contracts. TABLE 4. 2 Sensitivity of Delta to Time UI price Days to expire 45 50 55 60 0.1191 0. 546 6 0.8997 50 0.0 944 0. 542 7 0.9165 40 0.0677 ... 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 c 04 JWBK 147 -Smith May 8, 2008 9 :48 Char Count= 42 WHY...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_2 pdf
... 30 day historical volatility for IBM c05 JWBK 147 -Smith April 25, 2008 8 :42 Char Count= Volatility 61 60 50 40 30 20 10 0 1357911131517192123252729313335373 941 4 345 4 749 5153555759 Days Price FIGURE ... critical for traders considering theoretical edge or trading volatility (see Chapter 4 for information on these ideas). One has to know what the implied volatility is before i...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_3 pot
... commissions. c07 JWBK 147 -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 57 58 59 60 52 FIGURE ... Delta Gamma Theta Vega Jan 120 C 4. 30 21.73 .46 −.02 94 .0325 −.2509 Oct 105 C 11 .40 31.67 .98 .0060 −.0210 .0081 Net Position $8,010 .52 −.02 34 .0115...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_4 pptx
... the c09 JWBK 147 -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 ... 10:0 Char Count= 1 04 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 5...
Ngày tải lên: 22/06/2014, 12:20