PROFIT WITH OPTIONS CHAPTER 4 ppt

... 553 3/27 −3,600 4/ 2 −600 4/ 3 −250 4/ 18 550 4/ 24 2,500 4/ 25 −1,697 4/ 30 200 5/1 −850 5/2 5,328 5/ 24 −1,097 6/6 4, 453 6/10 1,250 6/11 −97 6/12 853 6/18 −2,150 6/19 600 6/20 −925 6/21 3,300 6/ 24 828 7/17 ... −2,600 10/31 3 ,42 5 11/1 −1,597 12 /4 403 12/5/96 − 247 1/10/97 −3,772 1/13 1,050 1/ 14 4, 397 1/20 353 1/23 6,278 2/ 24 −2,572 2/26 5,003 3/10 −2,522 3/11 1,778 3/12...

Ngày tải lên: 03/07/2014, 19:20

... Index options normally trade with implied volatilities that are much less than those of individual stock options. Yet, it was stated that equity options may be cheaper insurance than using index options. ... However, today portfolio protection is usually accomplished with options rather than futures. We discuss protection strategies in this chapter. OPTIONS VERSUS FUTURES AS PO...

Ngày tải lên: 03/07/2014, 19:20

... your knowledge of the concepts, techniques, and systems featured in Profit with Options before you need to put PROFIT WITH OPTIONS TEAMFLY ... and selling naked options. Each chapter of the workbook can stand on its own, but taken together, they form the basis of a well-rounded options trading program. With the end-of -c...

Ngày tải lên: 03/07/2014, 19:20

... 940 805 55.000 54. 000 53.000 52.000 51.000 50.000 49 .000 48 .000 47 .000 46 .000 45 .000 44 .000 43 .000 42 .000 41 .000 40 .000 340 0 MOT REVIEW QUESTIONS: OPTIONS AS DIRECT INDICATORS 73 including commissions. ... Paperboard. 56.000 51.250 50.875 51.000 951109 54. 000 52.000 50.000 48 .000 46 .000 44 .000 42 .000 40 .000 38.000 36.000 34. 000 32.000 30.000 28.000 26.0...

Ngày tải lên: 03/07/2014, 19:20

... put-call ratio. 55 50 45 40 35 JDFM 1997 1998 JASMJAONDJ S B B B s b b B S S Ratio 49 .000 45 .830 45 .41 0 45 .570 980126 48 .000 47 .000 46 .000 45 .000 44 .000 43 .000 42 .000 41 .000 40 .000 39.000 38.000 37.000 36.000 35.000 34. 000 33.000 JFM 1997 ... the Figure 3 .4 Bullish strategy—buy call and sell put at expiration. 6,000 4, 000 2,000 100 110 140 150 0 –2,000 4,...

Ngày tải lên: 03/07/2014, 19:20

... Beans: 744 OEX: 630 Strike Implied Strike Implied 700 12.2 600 23.9 725 13.9 610 21.7 750 15.1 620 19 .4 775 16.5 625 17.1 800 17.7 630 14. 9 825 19.7 635 13.6 850 20.9 640 11.7 900 24. 1 645 11.3 Forward ... volatility skewing is in the options with the same expiration date, as shown in the previ- ous tables of OEX and corn options. The reason that we prefer using options with the...

Ngày tải lên: 03/07/2014, 19:20

... In general, a 15% chance of not ever Figure 7.7 $OEX options written naked. 51.000 45 .43 0 44 .920 45 .390 9801 14 49.000 47 .000 45 .000 43 .000 41 .000 39.000 37.000 35.000 33.000 31.000 29.000 27.000 25.000 23.000 21.000 19.000 JFM 1997 ... days. Continuing with the previous OEX example, these are the historical volatility summaries: Decile: 1 2 3 4 5 6 7 8 9 10 Implied = 10...

Ngày tải lên: 03/07/2014, 19:20

... text , line , or html . These produce an error message with no trace, a multiline error with trace information, a single-line error with tab-separated fields (suitable for writing to a log), ... This method is relevant only inside a component called with content, a feature we saw briefly in Chapter 2 but will cover more completely in Chapter 5 . This method returns the bloc...

Ngày tải lên: 14/12/2013, 12:15

... Prices Day t -4 33 84. 73 Day t-3 349 9.58 Day t-2 3529.06 Day t-1 3607.65 Day t 3717.57 ____________ 17,738.59 17,738.59 ––. . 5 = 3 547 .72 = Today’s 5-Day Moving Average of Closes 64 Trade Secrets up ... Day t-3 + Day t -4 , in which Day t is today’s Close, Day t-1 is yesterday’s Close . . . and Day t -4 is the Close of the trading day four days ago. Then the sum is divided by...

Ngày tải lên: 04/07/2014, 13:20

... read and write to the filehandle to communicate with the client. In this example, the filehandle is FH. For example: print FH "HTTP/1.0 40 4 Not Found\n"; Client Connection Code The ... figure out which headers to use, the parameters with each header, and special cases like dealing with HTTP version differences and URL redirections. With the socket library, you do al...

Ngày tải lên: 20/10/2013, 10:15