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  • Call Put P&L

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    Dylan Kremer
    5 views2 pages

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    Call Put p&l

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    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
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    5 views2 pages

    Call Put P&L

    Uploaded by

    Dylan Kremer

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 2

    VXX

    Call
    premium
    exp
    K
    100 shares

    1
    0.41
    11/18/2011
    48

    Call

    spot

    39
    40
    41
    42
    43
    44
    45
    46
    47
    48
    49
    50
    51
    52
    53
    54
    55

    Put
    -41
    -41
    -41
    -41
    -41
    -41
    -41
    -41
    -41
    -41
    59
    159
    259
    359
    459
    559
    659

    473
    373
    273
    173
    73
    -27
    -27
    -27
    -27
    -27
    -27
    -27
    -27
    -27
    -27
    -27
    -27

    Portfolio
    432
    332
    232
    132
    32
    -68
    -68
    -68
    -68
    -68
    32
    132
    232
    332
    432
    532
    632

    Put
    Premium
    Exp.
    K
    100 shares

    1
    0.27
    11/18/2011
    44

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