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Volatility
Bullish
call
ATM
Debit
Bullish
.
P/L
,IV
,
BEP
Buy
Greeks
=Delta call , )(+
=Gamma , )(+
=Theta )(-
= Vega ,IV (+) IV
....
.
-200
-200
-200
0
300
800
1300
, . ,
$40
$45
$50
$52
$55
$60
$65
.
.
.
.
.
.
.
, , .
.
,
500,000 .
.
Debit
)(BEP
Margin
Assignment Risk
ROI
, Open interest
100 .500
ATM ITM
.
Debit
+
.
\Debit
$2
$2
$2+ Unlimited
$50+$2=$52
open