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Total: 8 results found.

1. AAPL Earnings Spread and Update
(OBB Prodigy!/Delta Strike)
... day which exacerbated the selling as traders got hit with gamma in their face if they came into the day naked short GS puts that were expiring in a few hours. Naked put shorts were forced to sell more ...
Saturday, 17 April 2010
2. 6.4- Bear Call Spread (Credit Spread)
(Courses/Undergraduate 200 Level)
... Profile Bear Call Spread Greeks: Delta: Negative Gamma: Negative Theta: Positive Vega: Negative  ...
Wednesday, 25 November 2009
3. 6.3- Bear Put Spread (Debit Spread)
(Courses/Undergraduate 200 Level)
... $48.20 Max. Loss: $1.80 Max. Profit: $3.20 Bear Put Spread Risk Profile Bear Put Spread Greeks: Delta: Negative Gamma: Positive Theta: Negative Vega:Positive  ...
Wednesday, 25 November 2009
4. 6.2- Bull Call Spread (Debit Spread)
(Courses/Undergraduate 200 Level)
... $0.90 Breakeven: $20.90 Max. Loss: $0.90 Max. Profit: $4.10 Bull Call Spread Risk Profile Bull Call Spread Greeks: Delta: Positive Gamma: Positive Theta: Negative Vega: Positive ...
Wednesday, 25 November 2009
5. 6.1- Bull Put Spread (Credit Spread)
(Courses/Undergraduate 200 Level)
... Profile Bull Put Spread Greeks: Delta: Positive Gamma: Negative Theta: Positive Vega: Negative  ...
Wednesday, 25 November 2009
6. 5.4- Gamma (Short Options)
(Courses/Undergraduate 200 Level)
The last lesson showed the relationship of Gamma for long option positions. This lesson will focus on Gamma short option positions.  Gamma is NEGATIVE for BOTH short call options and short put options. ...
Saturday, 21 November 2009
7. 5.3- Gamma (Long Options)
(Courses/Undergraduate 200 Level)
Gamma (Γ) represents the change in Delta as the underlying stock price changes. This lesson will focus on Gamma long positions. Gamma is POSITIVE for BOTH long call options and long put options. This ...
Saturday, 21 November 2009
8. 5.0- Chapter 5: Meet the Greeks
(Courses/Undergraduate 200 Level)
... in the option price in relation to a $1 move of the underlying stock price. Gamma (Γ) Measures the change in Delta in relation to a $1 move in the underlying stock. Theta (θ) Measures ...
Saturday, 21 November 2009

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