Strike price: 25 Stock price 25.75 .75 above the strike or 3/4 of a point.
Your question is somewhat confusing. First you state a "Bull Call Spread" which would be a debit spread. Then you have: break even = put...
Quote from the web page: "It me a long time to remember that a put option is the right to sell the stock at the strike price, and a call option...
sounds like a rip-off to me. Why should a customer be penalized for reducing liquidity???
The option Greeks are based on a theoretical model. "Theoretical" being the key word. The calculated delta is seldom the true delta so thus...
I was hoping to get more feedback on my delta analysis doc.
I have seen it both ways as well on the IC and the Iron Butterfly I look at it this way: Shorts result in credits... Longs result in...
No you are wrong. The long Condor is a combonation of a Call debit spread and a Put Debit spread. If the stock remains at 50 all options...
The short Iron condor would be best if all option expire wortless. The long Iron condor would be best if one side is fully ITM and should be...
Here is the atached.
No. For one the Short IC is more a neutral strategy. The Long IC expect volatility. One is for a credit and one for debit. the...
There is the Short Iron Condor & The Long Iron Condor Plus: Long Condor Call Spread Short Condor Call Spread Long Condor Put Spread...
Daily option price move vs. underlying.
Thought I'd add my delta analysis to this thread. I deliberately left out any text from the document in order to let the reader draw their own...
Here is a screen shot of the program I use for making all the calculations.
Download the CBOE margin manual @ www.cboe.com/tradtool/marginmanual2000.pdf
So how is it when I calculate: 7,812 * 100 * ($1.45 + 1.35) = Net Credit I get $ 2,187,360
Delt analysis coming soon. I have been doing a very detailed delta analysis since May 14th on the July strikes. Will post the results...
The selection of Strike Price in relation to the underlying is a matter of Risk vs. Reward. The probability that a ITM Call will expire...
Uncoverd options must be in a margin accout. The rules of the exchange require that a margin account have a minimum of $2000
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