Ch10 - Trading Strategies Involving Options Chapter 10...

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Click to edit Master subtitle style  7/7/11  Options, Futures, and Other Derivatives, 7th  Trading Strategies Involving Options Chapter 10 11
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 7/7/11  Options, Futures, and Other Derivatives, 7th  Types of Strategies Take a position in the option and the underlying Take a position in 2 or more options of the same type (A spread) Combination: Take a position in a mixture of calls & puts (A combination) 22
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 7/7/11  Options, Futures, and Other Derivatives, 7th  Positions in an Option & the Underlying (Figure 10.1, page 220) 33 Profit ST K Profit ST K Profit ST K Profit ST K (a) (b) (c) (d)
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 7/7/11  Options, Futures, and Other Derivatives, 7th  Bull Spread Using Calls (Figure 10.2, page 221) 44 K 1 K2 Profit S T
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 7/7/11  Options, Futures, and Other Derivatives, 7th  Bull Spread Using Puts Figure 10.3, page 222 55 K 1 K 2 Profit S T
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 7/7/11  Options, Futures, and Other Derivatives, 7th  Bear Spread Using Puts Figure 10.4, page 223 66 K 1 K 2 Profit S T
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 7/7/11  Options, Futures, and Other Derivatives, 7th  Bear Spread Using Calls Figure 10.5, page 225 77 K 1 K 2 Profit S T
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This note was uploaded on 06/26/2011 for the course BUS 316 taught by Professor N/a during the Spring '09 term at Simon Fraser.

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Ch10 - Trading Strategies Involving Options Chapter 10...

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