You have just proved that my calculation is right

You have just proved that my calculation is right.

The 12/11 195 call options has the similar greeks.

1/11 195 call options prices

3.20  bid 3.35 ask 3.45 middle 3.40

1/4 call options

195   2.61 bid 2.87 ask 2.94 middle 2.90

190   6.00 bid 6.45 ask 6.65 middle 6.55

The difference betwee 190 and 195 is 3.65 (6.55-2.90)

delta = 3.65 * 0.4 = 1.46 (2 dollar rise in stock price in 7 days)

195 call price = 2.90 + 1.46 = 4.36 (2 dollar rise in stock prices in 7 days)

call options profit = 4.36 - 3.40 = 0.96 (in 7 days with $2 stock prices rise)

7 days is approximately 10 days because there are Saturday and Sunday.

 

所有跟帖： 

• profit is > 1.0 since with a rising stock price, call options wi -free2005- ♀ (95 bytes) () 12/18/2012 postreply 23:21:35

• try -你的观点就是我的观点- ♂ (0 bytes) () 12/20/2012 postreply 10:01:37