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Calculations
Market Expiry LS - IV PP LS Payoff HS - IV PR HS Payoff Strategy Payoff
12500 0 -135 -135 0 85 85 -50
12600 0 -135 -135 0 85 85 -50
12700 0 -135 -135 0 85 85 -50
12800 0 -135 -135 0 85 85 -50
12900 0 -135 -135 0 85 85 -50
13000 0 -135 -135 0 85 85 -50
13100 0 -135 -135 0 85 85 -50
13200 0 -135 -135 0 85 85 -50
13300 50 -135 -85 0 85 85 0
13400 150 -135 15 100 85 -15 0
13500 250 -135 115 200 85 -115 0
13600 350 -135 215 300 85 -215 0
13700 450 -135 315 400 85 -315 0
13800 550 -135 415 500 85 -415 0
13900 650 -135 515 600 85 -515 0
14000 750 -135 615 700 85 -615 0
-60
-50
-40
-30
-20
-10
0
12500
12600
12700
12800
12900
13000
13100
13200
13300
13400
13500
13600
13700
13800
13900
14000