Learning Techniques for Stock and Commodity Options 5 pot
Learning Techniques for Stock and Commodity Options_1 docx
... 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 65 0.00 0.01 0.07 Table 4.8 shows the value of these options with ... to expire 45 50 55 60 0.1191 0 .54 66 0.8997 50 0.0944 0 .54 27 0.91 65 40 0.0677 0 .53 84 0.9360 30 0.0399 0 .53 34 0. 958 2 20 0.0146 0 .52 74 0.9813 10 0.0009 0 .51 95 0...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_2 pdf
... important additional dimension. 59 c06 JWBK147-Smith May 8, 2008 9 :52 Char Count= Selecting a Strategy 79 117 .5 1 15. 0 112 .5 110.0 107 .5 1 05. 0 102 .5 100.0 97 .5 95. 0 92 .5 27 Sep 2013623 Aug 169 25 Jul 181129 Jun 2114723 May 16926 Apr 19 40M 30M 20M 10M FIGURE ... historical volatility. 27 .5% 25. 0% 22 .5% 20.0% 17 .5% 15. 0% 12 .5% 10.0% OctSepAugJulJunMayAprMarFebJa...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_3 pptx
... 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 ... initial investment For example, if you buy an IBM option for 5 and sell it for 7 1 / 2 ,fora profit of 2 1 / 2 , your return on investment is 50 percent (2 1 /...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_4 ppt
... 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 8.1 Buy a Put However, some investors will buy ... 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 C...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_5 pot
... 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 10.1 Covered Call Write On the other hand, covered call writing does have limited profit poten- tial. ... JWBK147-Smith April 25, 2008 9:37 Char Count= 144 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...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_6 pdf
... Instrument Profit −6 −4 −3 5 −2 −1 1 2 −7 0 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 FIGURE 13.1 Covered Put Write so there tend to be few covered put writing programs on stocks. (Bear put spread is the name for writing a put ... section but adjust for the delta.) c13 JWBK147-Smith May 8, 2008 10:6 Char Count= 162 OPTION STRATEGIES 30 35 40 45 50 55...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_7 doc
... c 15 JWBK147-Smith May 8, 2008 10:13 Char Count= 184 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 55 56 57 58 59 60 52 FIGURE ... 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 Put Write Note that...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_8 pptx
... 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 Butterfly c16 JWBK147-Smith May 8, 2008 10:14 Char Count= 206 OPTION STRATEGIES TABLE 16.6 Bear Call Spread Results and Rolling-Down ... 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...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_9 ppt
... Results and Long Call Results Price Long butterfly Long call 51 5 − 1 / 4 −21 1 / 8 52 0 − 1 / 4 −21 1 / 8 52 5 +4 3 / 4 −16 1 / 8 53 0 − 1 / 4 −11 1 / 8 53 5 − 1 / 4 −6 1 / 8 54 0 − 1 / 4 −1 1 / 8 54 5 − 1 / 4 +3 7 / 8 Notice ... Long Butterfly Results and Short Call Results Price Long butterfly Short call 52 0 − 1 / 4 +18 52 5 +4 3 / 4 +18 53 0 − 1 / 4 +13 53 5 − 1 / 4 +8 54 0...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_10 doc
... Instrument Profit −2 −3 −1 1 −4 3 4 5 6 0 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 FIGURE 21.1 Long Straddle 0 Price of Underlying Instrument Profit −2 −3 −1 −4 5 −6 1 2 3 4 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 FIGURE ... Instrument Profit −2 −3 −1 −4 5 −6 1 2 3 4 40 41 42 43 44 45 46 47 48 49 50 51 52 53 5...
Ngày tải lên: 22/06/2014, 17:20