Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition 6 potx
Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_2 docx
... Exchange-traded option transactions,on the other hand, can be consummated in seconds.The introduction of FLEX options blurred the line between exchange-traded and OTC options. FLEX options are options ... something,which could be:1. A stock, like 100 shares of Citibank stock. (Note that options on stocksare always for 100 shares of the underlying stock. Options on futuresare for the same quantity as ... on a stock meansthe total price for the option is 100 times the cost-per-share of the option, or $437.50.Quotations for options on Treasury-bond and Treasury-note futuresare quoted in 64 ths,...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_3 pptx
... in foreign interest rates. Thisis only used in foreign exchange options. It has no impact on any other options. Foreign exchange options are affected by phi because options arepriced on the forward ... 53 .62 0.080 −9.93 6. 56 2.7155 0.51 19.28 0. 060 6. 55 4.53 1.00 60 0.08 4.07 0.020 −2.05 1.44 0.21 65 0.01 0.54 0.003 −0. 36 0. 26 0.03c04 JWBK147-Smith May 8, 2008 9:48 Char Count=Advanced Option ... the greeks and how they affect the price of an option; probability dis-tributions and how they affect options; option pricing models and their ad-vantages, disadvantages, and foibles and using...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_5 ppt
... expiration. For example, assume you boughtOEX 580 options at 12 and the OEX was at 575. If the option expires and c 06 JWBK147-Smith May 8, 2008 9:52 Char Count=84 OPTION STRATEGIES FIGURE 6. 5 IBM ... aretrading for $4 and the out-of-the-money options are trading for $2. Thismeans that you could have twice as many of the out-of-the-money options as you could of the at-the-money options. This ... far options is much greater than near options, and you will be able to profit handsomely if the implied volatility movessignificantly higher.The final consideration is liquidity. Far-dated options...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_6 potx
... are trading for $4 and the out-of-the-money options are trading for $2. This means that you could have twice as many of the out-of-the-money options as you could of the at-the-money options. This ... far options is much greater than near options, and you willbe able to profit handsomely if the implied volatility moves significantlyhigher.The final consideration is liquidity. Far-dated options ... by some amount before expiration for you to make any money at expiration. For example, assume you boughtOEX 180 options at 12 and the OEX was at 185. If the option expires and the OEX is at...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_9 doc
... out-of-the-money options is greater than the at-the-money options. You can sellthe out-of-the-money options and buy the at-the-money options, expectingthe volatility skew to go away or to be reduced. For ... 2008 10:8 Char Count=1 76 OPTION STRATEGIES 10Price of Underlying Instrument Profit 842 6 0−2 6 −8−10−4404142434445 46 4748495051535455 56 575859 60 52FIGURE 14.1 Ratio ... Spread Results and Long Call ResultsPrice Bull spread Long call 64 5 −27/8−177/8 65 0 +21/8−127/8 65 5 +21/8−77/8 66 0 +21/8−27/8 66 5 +21/8+21/8 67 0 +21/8+71/8between...
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Option Strategies Profit Making Techniques for Stock Index and Commodity Options 2nd Edition_10 docx
... call 65 0 −21/8−191/8 65 5 −21/8−141/8 66 0 −21/8−91/8 66 5 −21/8−41/8 67 0 −21/8+7/8 67 5 −21/8+57/8Use the bear call spread from Table 16. 3 as an example and ... enoughTABLE 16. 4 Bear Call Spread Results and Long Call ResultsPrice Bear call spread Long call 64 0 +27/8+17/8 64 5 +27/8+17/8 65 0 −21/8+17/8 65 5 −21/8 +6 7/8 66 0 −21/8+117/8c 16 ... Put result 63 5 +27/8+127/8 64 0 +27/8+57/8 64 5 +27/8+7/8 65 0 −21/8−41/8 65 5 −21/8−41/8 66 0 −21/8−41/8Bearish Strategies If the UI price rises and you are...
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Profit Making Techniques for Commodity Options 2nd Edition_2 pptx
... are trading for $4 and the out-of-the-money options are trading for $2. This means that you could have twice as many of the out-of-the-money options as you could of the at-the-money options. This ... 2008 10:3 Char Count=1 16 OPTION STRATEGIES 3Price of Underlying Instrument Profit 20−11−2−3−5 6 −7−4404142434445 46 4748495051535455 56 575859 60 52FIGURE 9.1 Naked Call ... by some amount before expiration for you to make any money at expiration. For example, assume you boughtOEX 180 options at 12 and the OEX was at 185. If the option expires and the OEX is at...
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Profit Making Techniques for Commodity Options 2nd Edition_3 pdf
... out-of-the-money options is greater than the at-the-money options. Youcan sell the out-of-the-money options and buy the at-the-money options, expecting the volatility skew to go away or to be reduced. For ... costs and that you will hold the write for one month.Example 10.1 Net investment required–CommonCost of stock $1 96, 950+ Stock commissions +1,300− Options premium received −5 ,68 8+ Options ... GeneralWidget. The stock is currently trading at $62 , and the option is at $4. Thenet price you want is $62 −$4, or $58. Although unlikely, the net order couldbe filled at $63 and $5 or at $59 and $1. Your...
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Profit Making Techniques for Commodity Options 2nd Edition_5 pdf
... options c14 JWBK147-Smith May 8, 2008 10:8 Char Count=1 76 OPTION STRATEGIES 10Price of Underlying Instrument Profit 842 6 0−2 6 −8−10−4404142434445 46 4748495051535455 56 575859 60 52FIGURE ... out-of-the-money options is greater than the at-the-money options. You can sellthe out-of-the-money options and buy the at-the-money options, expectingthe volatility skew to go away or to be reduced. For ... Spread Results and Long Call ResultsPrice Bull spread Long call 64 5 −27/8−177/8 65 0 +21/8−127/8 65 5 +21/8−77/8 66 0 +21/8−27/8 66 5 +21/8+21/8 67 0 +21/8+71/8between...
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Profit Making Techniques for Commodity Options 2nd Edition_10 potx
... 60 importance of understanding, 59lognormal distribution and, 64 66 probability distribution and, 64 randomness and, 61 , 67 standard deviations and, 60 64 Wasting asset, options as, 26 27Whalley Model, ... stock, 16 Standard deviation of prices, 60 64 Stocks, 11, 16. See also DividendsStraddles, 249– 266 construction of, 76 decision structure, 252– 266 implied volatility prediction, 72rationale for, ... 31FLEX options, 11Foreign exchange options: interest rates and, 28Phi and, 48–49Forward price, 61 Futures contracts, 11, 42, 129, 165 Gamma:defined, 24–25 option strategy description and, 49–53price...
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