Trading Strategies Profit Making Techniques For Stock 6 docx
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_2 docx
... 2434 7721 .25 .125 .125 −. 062 5 63 3.55 SP100 Apr 565 p 1724 5449 .875 .25 .3125 −.8125 63 3.55 SP100 Apr 570 p 2232 104 06 1. 062 5 .375 .4375 −.8125 63 3.55 The rows are for the prices of the various ... something, which could be: 1. A stock, like 100 shares of Citibank stock. (Note that options on stocks are always for 100 shares of the underlying stock. Options on futures are...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_3 pptx
... 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 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 c04 JWBK147-Smith ... 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 0.5 466 0.8997 50 0.0944 0...
Ngày tải lên: 20/06/2014, 20:20
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 ... Vega Oct 120 C −1.20 26. 24 −30 −.0 56 .0 766 −.0821 Oct 105 C 11.40 31 .67 .98 .0 06 −.0210 .0081 Net Position −$70 .68 −.050 .0 566 −. 064 c 06 JWBK147-Smith May 8, 2...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_6 potx
... 2008 10:3 Char Count= 1 16 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 ... opinion on 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...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_9 doc
... 2008 10:8 Char Count= 1 76 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 ... Call Results Price Bull spread Long call 64 5 −2 7 / 8 −17 7 / 8 65 0 +2 1 / 8 −12 7 / 8 65 5 +2 1 / 8 −7 7 / 8 66 0 +2 1 / 8 −2 7 / 8 66 5 +2 1 / 8 +2 1 / 8 67 0 +2 1 / 8 +7 1 /...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_10 docx
... enough TABLE 16. 4 Bear Call Spread Results and Long Call Results Price Bear call spread Long call 64 0 +2 7 / 8 +1 7 / 8 64 5 +2 7 / 8 +1 7 / 8 65 0 −2 1 / 8 +1 7 / 8 65 5 −2 1 / 8 +6 7 / 8 66 0 −2 1 / 8 +11 7 / 8 c 16 ... November 65 0 put at 9 1 / 8 . Table 16. 2 shows that TABLE 16. 1 Bear Put Spread Results Profit/Loss MMI price 64 5 put 65 0 put Net profit/loss 63 0 −8 +10 7 /...
Ngày tải lên: 20/06/2014, 20:20
Trading Strategies Profit Making Techniques For Stock_1 docx
... 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 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 c04 JWBK147-Smith ... 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 0.5 466 0.8997 50 0.0944 0...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_2 pdf
... unique distribution pattern. For example, the price of stock index and stock options has an upward drift to it. Stock prices have moved erratically higher since stocks began trading under the buttonwood ... 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 befor...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_3 pot
... .0 766 −.0821 Oct 105 C 11.40 31 .67 .98 .0 06 −.0210 .0081 Net Position −$70 .68 −.050 .0 566 −. 064 c 06 JWBK147-Smith May 8, 2008 9:52 Char Count= TABLE 6. 1 List of Strategies Strategy Price Action ... 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...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_4 pptx
... 2008 10:3 Char Count= 1 16 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 ... by the 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...
Ngày tải lên: 22/06/2014, 12:20