Trading Strategies Profit Making Techniques For Stock 9 pptx
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_2 docx
... 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 for the same quantity as ... the range of the strike price. For example, a stock selling for less than $25 per share has strike prices 2.50 dollars or points apart, whereas a stock selling for greater...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_3 pptx
... Theta 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 0.060 −6.55 4.53 1.00 60 ... 0.1 191 0.5466 0. 899 7 50 0. 094 4 0.5427 0 .91 65 40 0.0677 0.5384 0 .93 60 30 0.0 399 0.5334 0 .95 82 20 0.0146 0.5274 0 .98 13 10 0.00 09 0.5 195 0 .99 78 c03 JWBK147-Smith Apr...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_5 ppt
... 115 C −2.50 22. 39 −.57 −.0748 .07 89 −. 091 9 IBM 18,141 1.57 Net Position 15,641 1.00 −.0748 .07 89 −. 091 9 Now we have exactly what we were looking for, a position that is long the stock in the correct ... Delta Gamma Theta Vega Oct 115 C −3.50 27.33 −.61 −.0 597 . 092 2 −. 090 7 IBM 18,141 1.57 Net Position and Profit/Loss +18.10 .96 −.0 597 . 092 2 −. 090 7 Basically, nothing has h...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_6 potx
... costs for margin trades will be more than for cash trades. The carrying cost for a cash transaction will only be the opportunity cost. Carrying costs for trades on margin include the financing for ... 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...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_9 doc
... +4 1 / 8 −2 7 / 8 647 7 / 8 −7 +70 650 −7 +9 1 / 8 +2 1 / 8 655 −7 +9 1 / 8 +2 1 / 8 c14 JWBK147-Smith May 8, 2008 10:8 Char Count= 178 OPTION STRATEGIES For stocks, the number of UIs is the number ... puts. For example, if you short one UI and two puts, you have, for margin purposes, one covered put write and one naked short put. Break-Even Point The formulas for the two break-ev...
Ngày tải lên: 20/06/2014, 20:20
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_10 docx
... 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 ... 2008 10:17 Char Count= 210 OPTION STRATEGIES 4 Price of Underlying Instrument Profit 0 −1 1 3 −2 2 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 FIGURE 17.1 L...
Ngày tải lên: 20/06/2014, 20:20
Trading Strategies Profit Making Techniques For Stock_1 docx
... 0.1 191 0.5466 0. 899 7 50 0. 094 4 0.5427 0 .91 65 40 0.0677 0.5384 0 .93 60 30 0.0 399 0.5334 0 .95 82 20 0.0146 0.5274 0 .98 13 10 0.00 09 0.5 195 0 .99 78 c03 JWBK147-Smith April 25, 2008 8:33 Char Count= 36 WHY ... Theta 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...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_2 pdf
... historical volatility for IBM c05 JWBK147-Smith April 25, 2008 8:42 Char Count= Volatility 61 60 50 40 30 20 10 0 135 791 1131517 192 1232527 293 1333537 394 1434547 495 1535557 59 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 began tr...
Ngày tải lên: 22/06/2014, 12:20
Trading Strategies Profit Making Techniques For Stock_3 pot
... 115 C −2.50 22. 39 −.57 −.0748 .07 89 −. 091 9 IBM 18,141 1.57 Net Position 15,641 1.00 −.0748 .07 89 −. 091 9 Now we have exactly what we were looking for, a position that is long the stock in the correct ... 115 C −2.50 22. 39 −.57 −.0748 .07 89 −. 091 9 IBM 115.55 1.00 Net Position $9, 055 .43 −.0748 .07 89 −. 091 9 c06 JWBK147-Smith May 8, 2008 9: 52 Char Count= 84 OPTION STRAT...
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 c 09 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 5...
Ngày tải lên: 22/06/2014, 12:20