Search
Search Only:

Search Keyword strike

Total: 28 results found.

1. AAPL Earnings Spread and Update
(OBB Prodigy!/Delta Strike)
... GS as the stock BLEW through strike prices like butter or receive margin calls and perhaps be out of business. It was truly insane to watch the GS puts light up like fire. With all that said, it was ...
Saturday, 17 April 2010
2. FXE Put Spread
(OBB Prodigy!/Delta Strike)
... for selling the 132 strike and buying the already ITM 136 put.  This trade can be worth a max of $4 at April expy but try to at least look for a move to $3 to take some off the table. Risk on this ...
Friday, 19 March 2010
3. New Trade - WMT Diagonal Call Spread
(OBB Prodigy!/Theta Burn)
... 11 months, or $1.515/50 - the time value premium over the strike price). At the same time I am selling calls which represent a higher annual premium (.8% for about a month and a half (or about 6.5% annualized) ...
Friday, 05 March 2010
4. New Trades - LO, GS, BDX
(OBB Prodigy!/Theta Burn)
... declines substantially or IV increases (IV is relatively low on BDX given its stability) I’ll likely sell an additional put at a lower strike price.    ...
Tuesday, 02 March 2010
5. Some Potential Naked Puts
(OBB Prodigy!/Theta Burn)
... decay. Potential Naked Put Sales: I love selling naked puts on high quality names at strike prices at which I’d be more than happy to own the stock for the medium to long term. If done correctly, ...
Friday, 26 February 2010
6. Weekly Outlook 2/15
(OBB Prodigy!/Delta Strike)
... 1060 mark into expiration friday where there is tons of put open interest at the 106 strike in SPY. Alternatively, options expy may simply allow stocks to grind up slowly into resistance without a reversal ...
Monday, 15 February 2010
7. Weekly Recap
(OBB Prodigy!/Delta Strike)
... lay off workers, cut wages and reduce retirement benefits. The labor union is ready to strike and tension will build. Even if Greece gets aid, the next problem is right around the corner. Even within ...
Saturday, 13 February 2010
8. Introduction
(OBB Prodigy!/Theta Burn)
... strike price and pays a premium to do so (the extrinsic value of the option) but where losses are limited to the premium plus the equity portion (the intrinsic value of the option), unlike margin borrowing). ...
Saturday, 13 February 2010
9. RIMM Butterfly
(OBB Prodigy!/Delta Strike)
... risk graph the trade profits most if the stock ends next week at 70 (the strike that you sold short twice as many times as you bought the outer strikes in this spread.) You can just as easily do this with ...
Friday, 12 February 2010
10. 1.8- LEAPS
(Courses/Freshman 100 Level)
... purchasing a LEAPS put option on IBM, the investor has the right, but not the obligation, to sell their IBM stock at the strike price of the contract any time before expiration. Also, investors use LEAPS ...
Wednesday, 30 December 2009
11. 6.4- Bear Call Spread (Credit Spread)
(Courses/Undergraduate 200 Level)
... stock moves away from the strike prices of the bear call spread, the option contracts lose value. The ultimate goal of the investor is for both the options to expire worthless and to keep the credit received. ...
Wednesday, 25 November 2009
12. 6.3- Bear Put Spread (Debit Spread)
(Courses/Undergraduate 200 Level)
Investors use bear put spreads when they are bearish on an underlying stock. The higher strike put is purchased and the lower strike put is written. This creates a net debit that is less than if the higher ...
Wednesday, 25 November 2009
13. 6.2- Bull Call Spread (Debit Spread)
(Courses/Undergraduate 200 Level)
Investors use bull call spreads when they are bullish on an underlying stock. The lower strike call is purchased and the higher strike call is written. This creates a net debit that is less than if the ...
Wednesday, 25 November 2009
14. 6.1- Bull Put Spread (Credit Spread)
(Courses/Undergraduate 200 Level)
... stock moves away from the strike prices of the bull put spread, the option contracts lose value. The ultimate goal of the investor is for both the options to expire worthless and to keep the credit received. ...
Wednesday, 25 November 2009
15. 5.9- Rho
(Courses/Undergraduate 200 Level)
... Rho for calls and puts with the same strike price and expiration date will be equal, bounded by what is known as put-call parity. This will be discussed in a future lesson. Rho is positive for long call ...
Tuesday, 24 November 2009
16. 5.7- Vega (Long Options)
(Courses/Undergraduate 200 Level)
... long Vega positions and positive for short Vega positions) Puts and calls with the same expiration month, underlying stock and strike price will typically have the same Vega. ATM options have higher ...
Tuesday, 24 November 2009
17. 5.5- Theta (Long Options)
(Courses/Undergraduate 200 Level)
... calls with the same expiration date and strike price.   The graph above shows an option premium's extrinsic value over time. As the expiration date of an option contract nears, the extrinsic ...
Monday, 23 November 2009
18. 5.4- Gamma (Short Options)
(Courses/Undergraduate 200 Level)
... will increase the Delta to -.30 (negative for short Gamma positions) Gamma will deteriorate as the underlying stock moves further away from the strike price in both cases and is highest for ATM options. ...
Saturday, 21 November 2009
19. 5.3- Gamma (Long Options)
(Courses/Undergraduate 200 Level)
... the Delta to -.54 (positive for long Gamma positions) Gamma will deteriorate as the underlying stock moves further away from the strike price in both cases and is highest for ATM options. The ...
Saturday, 21 November 2009
20. 4.1- Option Pricing Basics
(Courses/Undergraduate 200 Level)
... to how option premiums are valued. There are six inputs that are used to determine the value of an option contract. They are the underlying stock price, strike price, time until expiration, volatility, ...
Thursday, 19 November 2009
21. 4.0- Chapter 4: Options Pricing
(Courses/Undergraduate 200 Level)
... factors to create the theoretical value of an option contract. Of the six inputs, five of them are dynamic and one is fixed (strike price).  This is what makes options unique to all other types of ...
Thursday, 19 November 2009
22. 3.1- Reading Option Chains
(Courses/Freshman 100 Level)
... stock price. The available strike prices available for investors to trade follows a set of standardized rules. They are: If underlying stock price is less than $25 then strike price intervals are $2.50 ...
Monday, 16 November 2009
23. 2.3- Short Option Risk Graphs
(Courses/Freshman 100 Level)
... right any time before expiration. Breakeven at expiration = Strike Price + Premium Received An investor writes 1 December 25 call option for $2.00. Break even at expiration = 25 strike + $2.00 ...
Monday, 16 November 2009
24. 2.2- Long Option Risk Graphs
(Courses/Freshman 100 Level)
... it, the investor could simply purchase a call option. The strike price of the call option would allow the investor to buy 100 shares of the underlying stock at that price between now and expiration, no ...
Monday, 16 November 2009
25. 1.7- Exercise & Assignment
(Courses/Freshman 100 Level)
...  This is where the strike price comes into play. The strike price is the price that the option contract can be exercised at. For example, if the investor owns a Google December 450 call option, they ...
Monday, 16 November 2009
26. 1.6- Option Prices (Premium)
(Courses/Freshman 100 Level)
... further. They are: In-the-Money (ITM) The intrinsic value of an option contract is different for call and put options. A call option is ITM if the underlying stock price is greater than the strike ...
Monday, 16 November 2009
27. 1.2- Basic Option Terminology
(Courses/Freshman 100 Level)
... equity options are one of two types: Call Options or Put Options. Option Style All equity option contracts are either American-style or European-style Strike Price Every option contract ...
Sunday, 15 November 2009
28. Delta Strike
(Category)

Market News

Our Partners:

 

 

Popular Searches

extrinsic  gamma  bear  theta  premiums  delta  puts  intrinsic  march  volatility  apple  contracts  historical  implied  investor  equity  spreads  expiration  portfolio  premium  earnings  purchasing  strike  rise  margin  bearish  decay  underlying  vega  range  exercise  channel  contract  increases  cash