Trading Strategies Profit Making Techniques For Stock 5 pdf
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_2 docx
... Close SP100 Apr 53 0 p 2434 7721 . 25 .1 25 .1 25 −.06 25 633 .55 SP100 Apr 56 5 p 1724 54 49 .8 75 . 25 .31 25 −.81 25 633 .55 SP100 Apr 57 0 p 2232 10406 1.06 25 .3 75 .43 75 −.81 25 633 .55 The rows are for the prices ... the 70 60 50 40 30 20 Profit 10 –10 0 25 30 35 40 45 50 55 60 65 Price of Underlying Instrument at Expiration 70 75 80 85 90 95 1001 05...
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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 0.0 05 −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 0.060 −6 .55 4 .53 1.00 60 ... 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 10.17 10.26 45 5. 25 5 .50...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_5 ppt
... 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 57 58 59 60 52 FIGURE 7.1 Buy ... worst of the three. For example, assume you bought an OEX 55 0 call at 5, it currently trades at 15, and the OEX 57 0 calls are trading for 3. You could liq...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_6 potx
... 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 9.1 Naked Call Write to ... 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...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_9 doc
... 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 14.1 Ratio Covered ... 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 55 56 57 58 59 60 52 FIGURE 15. 1 Bull Spread Note t...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_10 docx
... 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 the ... a neutral market bias. 2 Price of Underlying Instrument Profit −2 −3 −1 1 −4 0 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 FIGURE 17.2 Short Butt...
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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 0.0 05 −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 0.060 −6 .55 4 .53 1.00 60 ... Prices Implied Volatilities Strike 20% 30% 40% 35 15. 12 15. 12 15. 13 40 10. 15 10.17 10.26 45 5. 25 5 .50 5. 90 50 1.43 2.08 2.74 55 0.13 0 .51 1.01 60 0.00 0.08 0.30...
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Trading Strategies Profit Making Techniques For Stock_2 pdf
... JWBK147-Smith April 25, 2008 8:42 Char Count= Volatility 61 60 50 40 30 20 10 0 1 357 91113 151 7192123 252 7293133 353 7394143 454 74 951 5 355 5 759 Days Price FIGURE 5. 1 Daily Prices Standard statistics can be used to ... important additional dimension. 59 c 05 JWBK147-Smith April 25, 2008 8:42 Char Count= Volatility 65 0123 456 7891011121314 15 lognormal distribution normal dist...
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Trading Strategies Profit Making Techniques For Stock_3 pot
... 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 57 58 59 60 52 FIGURE 7.1 Buy ... Vega Oct 1 15 C −2 .50 22.39 − .57 −.0748 .0789 −.0919 IBM 1 15. 55 1.00 Net Position $9, 055 .43 −.0748 .0789 −.0919 c06 JWBK147-Smith May 8, 2008 9 :52 Char Coun...
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Trading Strategies Profit Making Techniques For Stock_4 pptx
... 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 9.1 Naked Call Write to ... 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...
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