Guide to Successful Strategies Financial Times Guides by Jordan Lenny 10 doc
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_1 pot
... 0.00 0 .10 1 .10 1 .10 1 .10
*Short call spread
Neutral to bearish strategy
Suppose you are neutral to bearish on the S&P 500. With 45 days till
expiration, June time decay is beginning to accelerate. ... you may wish to
place the second short strike further from the underlying. If XYZ is at 100 ,
instead of placing your call ladder at 105 , 110 and 115, you may place it...
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_2 ppt
... back.
330
5
10
15
20
25
0
–5
10
–15
–20
–25
310
320 340 350 360 370 380 390
Figure 11.2
Expiration profit/loss relating to Table 11.3
10
Combos and hybrid spreads for market direction 103
Maximum ... Figure 10. 1.
42.5
4
6
8
2
0
–2
–4
–6
–8
37.5
40 45 47.5 50 52.5 55 57.5 60 62.5 65
+0.03
Figure 10. 1
Expiration profit/loss relating to Table 10. 2
102 Part 2
Op...
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_3 pdf
... call
spread at
expiry
0.00 0.00 2.75 10. 00 10. 00 10. 00 10. 00 10. 00
Value
of short
370–380 call
spread at
expiry
0.00 0.00 0.00 0.00 –0.00 –7.25 10. 00 10. 00
Profit/loss
–2.75 –2.75 0.00 7.25 ...
340–350 call
spread at expiry
0.00 0.00 1.25 10. 00 10. 00 10. 00 10. 00
Value of short
350–360 call
spread at expiry
0.00 0.00 0.00 0.00 –8.75 10. 00 10. 00
Profit/loss
–1...
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_4 pptx
... XYZ is at 100 , and you
expect it to rally into a range of between 105 and
115, then you can buy the 100 – 110 120 call but-
terfly. This spread costs more than the adjacent
strike, 105 – 110 115 ... 320–330–340–350 put condor
M&S
310. 00 320.00 322.25 330.00 340.00 347.75 350.00 360.00
Spread debit
–2.25
Value of long
350–340 put
spread at
expiry
10. 00 10. 00 10. 00...
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_5 pptx
... to take if your investment fails to succeed.
O
The second approach is to limit the amount you wish to invest. For exam-
ple, If you have e88 to invest (times the multiplier) you may pay 88 .10 ... results.
This leads to traders trying to meet short-term targets, and then to over-
trading, and then to racking up commissions, and then to taking undue
risk, and then some...
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_6 potx
... advantages to a call purchase. They must both be
seen as alternatives to buying a stock or other underlying.
O
The first is to take advantage of market gains.
O
The second is to limit exposure to ... accordingly:
Amount to invest: $95 × 500 = $47,500
Cost of options: $10 × 100 × 5 = $5,000
Amount deposited in CD: $85 × 500 = $42,500
Of course, investors frequently leverage t...
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_7 doc
... long XYZ 100 call, by virtue of its right to buy,
equals a long XYZ position when XYZ is above 100 at expiration. We also
know that a short XYZ 100 put, by virtue of its obligation to buy, equals ... that a short XYZ 100 call, by virtue of its obligation to sell,
equals a short XYZ position when XYZ is above 100 at expiration. A long
XYZ 100 put, by virtue of its right...
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_8 pptx
... at 100 , you would go long the 100 105 box by going long the
100 synthetic and by going short the 105 synthetic. You would buy one
100 call, sell one 100 put, sell one 105 call, and buy one 105 ... box
If XYZ is at 100 , you could sell one 100 call, buy one 100 put, buy one 105
call, and sell one 105 put to create a short box. Here, you are short the 100
synthetic and lo...
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_9 docx
... is compa-
rable to a trader in the stock market who buys stocks because his outlook is
for increased prices.
7 108 5.93 – 17.84 = 106 8.09 was yesterday’s closing price
17.84 /106 8.09 = 0.0167, ... cent to 18 per cent; 10 × $180 = $1,800 total potential vega return.
5 × $90 = $450 increase in one option’s value if the implied increases from
20 per cent to 25 per cent; 10 × $...
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_10 doc
... are down, and the stock is in a
trading range. You are looking to supplement your dividend by writing one
call on each 100 shares that you own. You realise that if the stock rallies
above ... disadvantages of the put butterfly to
the put condor.
Chapter 13 answers
1 (a) i) 137.5 + 68 – [2 × 97.5] = 10. 5
ii) [5775 – 5675] – 105 = 89.5
iii) 5675 + 10. 5 = 5685.5
iv) 5875 – 10. 5...
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