Learning Techniques for Stock and Commodity Options 8 pptx
Learning Techniques for Stock and Commodity Options_1 docx
... in foreign interest rates. This is only used in foreign exchange options. It has no impact on any other options. Foreign exchange options are affected by phi because options are priced on the forward ... and Greeks Theoretical Strike price Delta Gamma 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...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_2 pdf
... by c06 JWBK147-Smith May 8, 20 08 9:52 Char Count= PART TWO Option Strategies c05 JWBK147-Smith April 25, 20 08 8:42 Char Count= 62 WHY AND HOW OPTION PRICES MOVE of prices, and three deviations contain ... classic forecasting techniques, such as regres- sion analysis, time series analysis, and even classic chart patterns such as head and shoulders and trendlines. However, profe...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_3 pptx
... .52 −.0234 .0115 −.24 28 c07 JWBK147-Smith May 8, 20 08 9:56 Char Count= c06 JWBK147-Smith May 8, 20 08 9:52 Char Count= 88 OPTION STRATEGIES Strategy Selection You are looking for: Future Implied Prices ... $750 for 10 stock options with a premium of 0.75 each. c06 JWBK147-Smith May 8, 20 08 9:52 Char Count= Selecting a Strategy 83 our buck. In addition, it is quite possibl...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_4 ppt
... before expiration for you to make any money at expiration. For example, assume you bought OEX 180 options at 12 and the OEX was at 185 . If the option expires and the OEX is at 1 78, you will lose ... contract Call with lower strike price and same expiration 123 c09 JWBK147-Smith May 8, 20 08 10:3 Char Count= c 08 JWBK147-Smith May 8, 20 08 10:0 Char Count= 1 08 BUY A PUT If...
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Learning Techniques for Stock and Commodity Options_5 pot
... at Expiration Original Write Rolled-Up Position 160 −12 −32 170 −2 −22 180 8 −12 190 8 −2 200 8 8 210 8 18 220 8 28 230 8 28 If the Option Is About to Expire You are faced with several decisions ... down and forward—keep some of your original write, and roll down and for- ward some into the next expiration month. Note that rolling down and forward restricts the maxim...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_6 pdf
... roll up and forward—keep some of your original write and roll up and forward some into the next expiration month. Note that rolling up and forward restricts the maxi- mum profit potential for a ... annualized return for better comparison with other investments. Suppose you held the Widget covered put position c13 JWBK147-Smith May 8, 20 08 10:6 Char Count= Covered Put Writing 163...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_7 doc
... +8 −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 / 8 647 7 / 8 −7 +70 −7 7 / 8 650 −7 +9 1 / 8 +2 1 / 8 −7 7 / 8 655 ... +8 −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 / 8 647 7 / 8 −7 +70 650 −7 +9 1 / 8 +2 1 / 8...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_8 pptx
... results 630 8 +10 7 / 8 +2 7 / 8 +10 7 / 8 635 −3 +5 7 / 8 +2 7 / 8 +5 7 / 8 640 +2 + 7 / 8 +2 7 / 8 + 7 / 8 645 +7 −4 1 / 8 +2 7 / 8 −4 1 / 8 647 7 / 8 +7 −70 −7 650 +7 −9 1 / 8 −2 1 / 8 −9 1 / 8 655 ... 8 +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 / 8 647 7 / 8 +7 −70 650 +7 −9 1 / 8 −2 1 /...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_9 ppt
... − 1 / 4 −2 5 / 8 525 +4 3 / 4 +2 3 / 8 530 − 1 / 4 +2 3 / 8 535 − 1 / 4 +2 3 / 8 540 − 1 / 4 +2 3 / 8 c17 JWBK147-Smith May 8, 20 08 10:17 Char Count= 2 18 OPTION STRATEGIES TABLE 17.5 Long Butterfly Results and ... JWBK147-Smith May 8, 20 08 10:17 Char Count= 220 OPTION STRATEGIES TABLE 17 .8 Long Butterfly Results and Long Call Results Price Long butterfly Long call 515 − 1...
Ngày tải lên: 22/06/2014, 17:20
Learning Techniques for Stock and Commodity Options_10 doc
... if you look for prices to continue higher before expiration. A bearish outlook suggests that you hold the original position. (Chapter 18 and Chap- ter 19 will be helpful in understanding the potential ... 25, 20 08 11:3 Char Count= 2 58 OPTION STRATEGIES reduce the implied volatility in the options, and this, too, will boost profits prior to expiration. You may be able to liquidate t...
Ngày tải lên: 22/06/2014, 17:20