Trading Strategy is Short Strip of November maturity options. Stock is traded at $230 Calls
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Trading Strategy is Short Strip of November maturity options. Stock is traded at $230
Calls | Puts | |||||
Strike | Oct | Nov | Dec | Oct | Nov | Dec |
225 | 12 | 18 | 24 | 1 | 6 | 8 |
230 | 6 | 15 | 19 | 3 | 9 | 12 |
235 | 3 | 12 | 17 | 6 | 15 | 19 |
complete the net payoff table
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find maximum profit and loss utilising Short Strip
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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