The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides) 11 pot
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_2 pptx
... time period. The put owner has the right to ‘put the underlying to the opposing party. The other party, the put seller, consequently incurs the potential obligation to purchase the underlying.Buying ... components. The first of these is the amount equal to the difference between the strike price and the price of the underlying, and it is termed the intrinsic value. The second component is the time ... 96, the put seller incurs a loss equal to the amount that XYZ may decline.Again, the risk/return potential for the put seller is exactly opposite to the put buyer. The potential return of the...
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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
... options theory takes a back seat. I went to the floor and wedged my way into the crowd, and I waited, knowing that I was covered. The bell sounded and the shouting began, and after a few brief stops ... money, then the long is credited with one tick times the contract multiplier, and the short is debited one tick times the contract multiplier. The multiplier for Eurodollars is $25, and the mul-tiplier ... of deltaThere are four ways to think of delta; the first is the definition, and the following three are the uses: ■ the rate of change of the option with respect to a small change in 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)_5 doc
... as a potential sale of the index (the ETF) at 113 , and a potential buy of the index at 111 . For this profit potential you pay a premium.In order to assess the profit/loss potential of the spread ... Here, you risk 3.0 to make 1.00.8In tabular form the expiration profit/loss is shown in Table 8.5.Table 8.5 Short SPY June 113 111 put spreadSPY109 110 111 112 112 .5 113 114 115 Spread credit0.50 ... spread as a potential sale of the stock at 117 , and a potential buy of the stock at 119 . For this risk, you collect a premium.4 This spread is also known as the bear call spread and 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
... closer to the underlying because they are financed by short options that are further out-of -the- money. There is less potential return than with the long strangle, but there is also less cost and ... You are then long the April 340–350–360 call butterfly. The premium outlay is small, but so is the possibility of the shares closing at 350, 30 days from now. On the other hand, the potential ... 5. The profit on the long 95–100 call spread pairs off against the loss on the short 100–105 call spread. The butterfly is then worth-less, and the cost of the butterfly is taken as a loss.There...
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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
... sellers, and they feel like sitting ducks. Often the market retraces and stabilises, and time decay begins to eat away at the puts, but by then the put sellers are only too glad to close their ... months, and during this time they are exposed to risk. In order to cover their risk, the market-makers need to widen their bid–ask spreads. Under these circumstances, to ask the market-makers to ... wildly, then the options market-makers cannot hedge. In order to cover their risk, they need to widen their markets to correspond to the wide range of the underlying’s prices. You would do 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
... 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 114 0.70. Here, you have the obligation to sell the future above 114 0, and the ... Futures, synthetics and put–call parity 223On the other hand, the holder of the long futures position forgoes the dividends payable for the next six weeks, and therefore the value of the December ... 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
... more to be said about options in terms of theory and in terms of trading. The Financial Times Guide to Options, and its pre-cursor, Options Plain and Simple, are intended to be a practical guide ... trade them close to expiration in 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 ... until expiration and the call is worth 0.28. The stock is at 74.16, and it has been ranging from 72.50 to 77.00 during the past two weeks, and you expect it to continue to do so for the foreseeable...
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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
... Questions and answersChaper 13 Questions1 In the UK, the FTSE-100 index has been bullish since the end of October, and you expect this trend to continue through the end of the year. The December ... Given the following May options on Marks and Spencer, determine the price of the synthetic futures contract and the prices of the missing options. Bear in mind that these are settlements and ... of the following statements true or false?(a) If the implied volatility increases, then the delta and theta of the January 47.50 put will also increase.(b) If the implied increases, then the...
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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
... volatile and stationary 110 gamma 57–8, 110 , 112 , 307 long straddle 57, 110 –13 long strangle 116 –18 market volatility 109–10 short straddle 57, 114 –16 short strangle 118 –19 theta 110 , 118 , ... for a specified time period. The put buyer has the right, but not the obligation, to sell the underlying. The put seller has the obligation to buy the underlying at the put buyer’s discretion.Put ... awareness about stock manipulators. The Big Con (2000) by David W. Maurer, Arrow/Random House. Written in the 1930s. Anyone involved in the Bernie Madoff scandal could read this and weep. The rest...
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The Plain and Simple Guide to Successful Strategies_1 pdf
... potentially unlimited The long strangle is the simultaneous purchase of an out-of -the- money call and put 11 Volatility spreads 111 and the potential return is the full amount that the ... 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 ... 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 were...
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