The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides) 2 pptx
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_2 pptx
... 0.00 +0. 42 +0. 92 1. 42 1. 92 2. 42 In graphic form, the expiration profit/loss is summarised in Figure 1.4.3 2. 5 2 1.510.50–0.5–117 17.5–0.58 –0.58–0.58–0.080. 42 0. 92 1. 42 1. 92 2. 42 1818.5 ... in Table 2. 3. 2. 5 2 1.510.50–0.5–115.5 161.981.480.980.48–0. 02 –0. 52 –0. 52 –0. 52 16.517 17.5 18 18.5 19Figure 2. 2 Expiration profit/loss relating to Table 2. 2 2 ■ The basics ... 10.50–0.5–1–1.5 2 2. 5–317 17.50.58 0.580.580.08–0. 42 –0. 92 –1. 42 –1. 92 2. 42 1818.5 19 19.5 20 20 .5 21 Figure 1.6 GE 18.00 call siteA call option is the right to buy the underlying...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_3 pot
... 1/ 2 point, to 22 1/ 2 ; the 380 put then moves down by 1/ 2 point, to 21 1/ 2 . If the December futures contract moves down by 1 point, then the 380 call moves to 21 1/ 2 and the 380 ... LFTY FTSE-100FM A M J J A S O N11.00 12. 0013.0014.0015.0016.0017.0018.0019.00 20 .00 21 .00 22 .00 23 .00 24 .00 25 .00 26 .00 27 .00 28 .00 29 .0030.00 32. 0033.0034.0035.0036.0037.0038.0039.0031.00Figure ... volatility of 20 per cent. If the demand for these options bids up their price to 10.5 ($ 525 ), while at the same time the price of the underlying and the days until expiration remain constant, the model...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_5 doc
... want to know about theory.) Then together we devised trade recommendations which the brokers passed on to their clients. The clients did well. One of them took one of our recommendations and ... out-of -the- money and at -the- money calls or puts. The further a spread is from the underlying, the less cost or income it has, and the less probability it has of becoming in -the- money.1×1s and ... further from the underlying.How to manage the risk of the long ladder The risk of the long ladder is managed similarly to that of the long one by two. If the underlying suddenly moves to the short...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_7 doc
... debit: 320 + 2. 25 = 322 .25 Profit range: 347.75 – 322 .25 = 25 .50Maximum loss: cost of spread: 2. 25 The risk/return ratio is again favourable at 2. 25/7.75 = 0 .29 for 1, or 1/3.44. The profit/loss ... 1 to make 1 .22 .3300 2 46 2 –4–6310 320 340 350 360 370 380 390Figure 12. 3 Expiration profit/loss relating to Table 12. 3 1 32 Part 2 Options spreads The return scenario is for the ... 320 .00 330.00 340.00 350.00 360.00 370.00 380.00April calls17.00 11 .25 6.75 3.75 2. 00April puts 1.00 2. 00 3.75 6 .25 10 .25 16 .25 Here, you could pay 21 .50 for the 350 straddle, and sell the...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_9 potx
... impliedPut delta 121 0.01 10. 02 0.01 122 0.03 10. 42 0.03 123 0.05 9. 92 0.06 124 0.07 9.00 0.08 125 0.14 8.91 0.14 126 2. 26 8.59 0.77 0 .25 8.68 0 .23 127 1.44 8.44 0.65 0. 42 8. 42 0.35* 128 1.05 8.14 ... volatility 420 0.13 53.67430 0.19 52. 77440 0 .25 51.16450 0 .25 47.66460 0.19 42. 59480 0.31 38.71490 0.44 37.19500 0.50 34.46515 0.81 31. 92 545 2. 00 25 .98550 2. 38 25 .06555 2. 75 23 .90570 4.50 20 .56575 ... on the OEX. Table 20 .2 gives the data containing the implied volatilities used to plot the skew.Again, the dotted line is the actual plot of the implieds from strike to strike, while the...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_10 ppt
... 21 Futures, synthetics and put–call parity 22 3On the other hand, the holder of the long futures position forgoes the dividends payable for the next six weeks, and therefore the value ... on the other hand, you sell the call at 34.40 and pay 33.70 for the put, then you have sold the synthetic future at 1140.70. Here, you have the obligation to sell the future above 1140, and the ... traded on the exchange invariably fluctuates, and so results in a profit to one party and a loss to the other. The party who has a loss is then required to deposit the amount of the loss, and this...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_11 pot
... 597.75, 22 .75, unlimited(e) $1,137,50(f)March soybeans550 575 600 625 650 675 700Cost of call 22 .75 Value of call at expiration0 0 25 50 75 100 125 Profit/loss 22 .75 22 .75 +2. 25 +27 .25 ... call, 22 .75 – 15 = 7.75 7.75 × contract multiplier of $50 = $387.50 profit for seller, loss for buyer+100+75+50 +25 0 25 550 575 600 625 650 675 700BE = 597.75 22 .75 2. 25 27 .25 52. 2577 .25 1 02. 25Answer ... order to clear options off our books and to avoid pin risk. But then again, the arbs try to pay 19.75 for the above box, and they try to sell it at 20 .25 . They often do this by trading the components...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_13 docx
... 28 46 .2 iv) 27 50 + 3.8 = 27 53.8v) 28 46 .2 – 27 53.8 = 92. 4 points vi) 3.8(b) i) 107 + 54.5 – 85.8 – 68.4 = 7.3 ii) (28 50 – 28 00) = 42. 7 iii) 28 50 – 7.3 = 28 42. 7iv) 26 50 + 7.3 = 26 57.3v) 28 42. 7 ... 607.5 – 4 92. 5 = 115 2 (a) i) 2. 05 + 1.45 – 0. 82 – 0.34 = 2. 34 debitii) 55 + 2. 34 = 57.34iii) 50 – 2. 34 = 47.66iv) [60 – 55] – 2. 34 = 2. 66v) [50 – 45] – 2. 34 = 2. 66vi) 2. 34 Questions and answers ... 2. 90 = 5. 42 ii) 52. 50 + 5. 42 = 57. 92 iii) 52. 50 – 5. 42 = 47.08iv) upside unlimited; downside, value of the stock v) 5. 42 vi) [57.50 – 55] – 5. 42 = 2. 92 loss(b) i) 2. 05 + 1.45 = 3.50ii) 55...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_14 doc
... options contract 24 0, 306 FTSE-100 34, 23 6futures contract 22 1 2 example 22 2–3 initial margin 22 2 synthetic see separate entry valuation formula 22 3 variation margin 22 2futures options ... 154synthetic 308 futures contract 22 4–5 long call position 22 6–7 long put position 22 9–30 put–call parity 23 1 2 puts 154, 196, 22 1, 22 9–31 short call position 22 8 short put position 154, 23 0–1 ... 20 4–6, 20 7, 21 4 expiration, behaviour towards 20 8–9 interest rate contracts, long-term 20 7 market sentiment 21 4–15 put skew 197, 20 1, 20 7, 21 0, 21 4 reasons for 20 6–7 stock indexes 20 2–3,...
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The Plain and Simple Guide to Successful Strategies_1 pdf
... out on a put 1 2. He began to cover their risk by selling futures. Then the other players in the market needed to sell futures in order to cover their risk. The market went down and down. Traders ... than the call, unless you are convinced that the stock has bottomed out. Use the technicals to find a support area.If at expiration the stock closes between 45 and 57.50, the credit from the ... expiration, the stock closes below the put strike, or 45, you will be assigned on the short put, and you will be obli-gated to buy the stock at the strike price, or 45. The cost of your stock purchase...
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