Trading Strategies Profit Making Techniques For Stock 7 ppt
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_2 docx
... 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 / 8 195 2 0 2 c02 JWBK1 47- Smith April 25, 2008 7: 48 Char ... Apr 530 p 2434 77 21 .25 .125 .125 −.0625 633.55 SP100 Apr 565 p 172 4 5449 . 875 .25 .3125 −.8125 633.55 SP100 Apr 570 p 2232 10406 1.0625 . 375 .4 375 −.8125 633.55 The rows...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_3 pptx
... next dividend before making this assumption) plus an interest premium on the short option premium of $0. 175 ( $7 option premium times 10 percent divided by 4), for a total c04 JWBK1 47- Smith May 8, ... 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 0.5466 0.89 97 50 0.0944 0.54 27...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_5 ppt
... C −2.50 22.39 −. 57 −. 074 8 . 078 9 −.0919 Oct 105 C 11.20 31 .75 .94 .016 −.0452 .0 279 Net Position 8 ,70 0 . 37 −.0588 .03 37 −.0640 In this case, we are having to come up with $8 ,70 0 to initiate the ... −3.50 27. 33 −.61 −.05 97 .0922 −.09 07 IBM 18,141 1. 57 Net Position and Profit/Loss +18.10 .96 −.05 97 .0922 −.09 07 The Oct 115 C is just barely in-the-money. We should expec...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_6 potx
... premium. For example, you must pay $1,500 to buy a put on Treasury-bond futures if the price is 1 1 / 2 . You will pay $75 0 for 10 stock options with a premium of 0 .75 each. c09 JWBK1 47- Smith ... opinion on vega before rolling forward. c08 JWBK1 47- 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 4...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_9 doc
... −10 7 / 8 −2 7 / 8 7 7 / 8 635 +3 −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 6 47 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 ... − 7 / 8 −2 7 / 8 645 7 +4 1 / 8 −2 7 / 8 6 47 7 / 8 7 +70 650 7 +9 1 / 8 +2 1 / 8 655 7 +9 1 / 8 +2 1 / 8 c14 JWBK1 47- Smith M...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_10 docx
... +10 7 / 8 +2 7 / 8 635 −3 +5 7 / 8 +2 7 / 8 640 +2 + 7 / 8 +2 7 / 8 645 +7 −4 1 / 8 +2 7 / 8 6 47 7 / 8 +7 70 650 +7 −9 1 / 8 −2 1 / 8 655 +7 −9 1 / 8 −2 1 / 8 c 17 JWBK1 47- Smith May 8, 2008 10: 17 ... Results Price Original bear spread New bear spread 625 +2 7 / 8 +5 7 / 8 630 +2 7 / 8 +5 7 / 8 635 +2 7 / 8 +5 7 / 8 640 +2 7 / 8 +4 7 / 8 645 +2 7 /...
Ngày tải lên: 20/06/2014, 20:20
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 0.5466 0.89 97 50 0.0944 0.54 27 0.9165 40 0.0 677 ... next dividend before making this assumption) plus an interest premium on the short option premium of $0. 175 ( $7 option premium times 10 percent divided by 4), for a total c03 JWBK...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_2 pdf
... day historical volatility for IBM c05 JWBK1 47- Smith April 25, 2008 8:42 Char Count= Volatility 61 60 50 40 30 20 10 0 13 579 111315 171 9212325 272 9313335 373 9414345 474 9515355 575 9 Days Price FIGURE 5.1 ... 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 beg...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_3 pot
... C −2.50 22.39 −. 57 −. 074 8 . 078 9 −.0919 Oct 105 C 11.20 31 .75 .94 .016 −.0452 .0 279 Net Position 8 ,70 0 . 37 −.0588 .03 37 −.0640 In this case, we are having to come up with $8 ,70 0 to initiate the ... commissions. c 07 JWBK1 47- 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 4...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_4 pptx
... 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 of 2 1 / 2 , your ... the c09 JWBK1 47- 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 5...
Ngày tải lên: 22/06/2014, 12:20