Analyze the strategy of selling covered calls 5 or 6 days before expiration. Experiment with different volatilities,

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Analyze the strategy of selling covered calls 5 or 6 days before expiration. Experiment with different volatilities, drifts, and stock/strike relationships (i.e. ITM, ATM, etc.).

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Finance With Monte Carlo

ISBN: 9781461485100

2013th Edition

Authors: Ronald W. Shonkwiler

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Question Posted: Oct 03, 2023 06:20 AM

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Analyze the strategy of selling covered calls 5 or 6 days before expiration. Experiment with different volatilities,

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Strategy Analysis Selling covered calls 5 or 6 days before expiration can be a profitable strategy for generating income from a stock portfolio This is because the option premium is typically higher f...View the full answer

Finance With Monte Carlo

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