atm=100 | buy call=10 | sell 50 stocks( price=100) | delta of call | 动态gain | after call exercise realized gain |
100 | 10 | gain of short stock | 0.5 | ||
105 | 12.6 | -250 | 0.52 | 10 | -750 |
110 | 16 | -500 | 0.6 | 100 | -500 |
120 | 24 | -1000 | 0.7 | 400 | 0 |
130 | 34 | -1500 | 0.8 | 900 | 500 |
price is dropping | call price | gain of short stock | after call expired realized gain | ||
95 | 7.75 | 250 | 0.45 | 25 | -750 |
90 | 6 | 500 | 0.4 | 100 | -500 |
80 | 4 | 1000 | 0.3 | 400 | 0 |
70 | 3 | 1500 | 0.15 | 800 | 500 |
60 | 1 | 2000 | 1100 | 1000 | |
atm=100 | buy put=10 | buy 50 stocks( price=100) | delta of put | 动态gain | after put expiry realized gain |
100 | 10 | gain of buy stock | -0.5 | ||
105 | 7.75 | 250 | -0.45 | 25 | -750 |
110 | 6 | 500 | -0.4 | 100 | -500 |
120 | 4 | 1000 | -0.3 | 400 | 0 |
130 | 3 | 1500 | -0.15 | 800 | 500 |
price is dropping | put price | gain of buy stock | after put exercise realized gain | ||
95 | 12.6 | -250 | -0.52 | 25 | -750 |
90 | 16 | -500 | -0.6 | 100 | -500 |
80 | 24 | -1000 | -0.7 | 400 | 0 |
70 | 34 | -1500 | -0.8 | 900 | 500 |
60 | 37 | -2000 | -0.9 | 700 | 1000 |
march 21 ATM=6030 | buy put=92 | buy 25 spy stocks( price=600) | delta of put | 动态gain | after put expiry realized gain | theta -1.7/day | |
6030 | 92 | gain of buy stock | -0.493 | ||||
6035 | 89 | 12.5 | -0.484 | -12.5 | -447.5 | ||
6040 | 88 | 25 | -0.475 | -5 | -435 | ||
6050 | 84.5 | 50 | -0.458 | 12.5 | -410 | ||
6060 | 81 | 75 | -0.442 | 20 | -385 | ||
6070 | 77.5 | 100 | -0.425 | 27.5 | -360 | ||
6130 | 61 | 250 | -0.329 | 95 | -210 | ||
price is dropping | put price | gain of buy stock | after put exercise realized gain | ||||
6020 | 95.5 | -25 | -0.511 | -7.5 | -485 | ||
6010 | 99.5 | -50 | -0.529 | -12.5 | -510 | ||
6000 | 104 | -75 | -0.548 | -15 | -535 | ||
5990 | 108 | -100 | -0.568 | -20 | -560 | ||
5980 | 113 | -125 | -0.588 | -20 | -585 | ||
march 21 ATM=6030 | buy call=92 | sell 25 stocks( price=600) | delta of call | 动态gain | after call exercise realized gain | ||
6030 | 92 | gain of short stock | 0.507 | ||||
6035 | 94.8 | -12.5 | 0.516 | 1.5 | -472.5 | ||
6040 | 98.5 | -25 | 0.525 | 7.5 | -499 | ||
6050 | 104.5 | -50 | 0.542 | 12.5 | -542.5 | ||
6060 | 111 | -75 | 0.559 | 20 | -597.5 | ||
6070 | 117.75 | -100 | 0.575 | 28.75 | -655 | ||
price is dropping | call price | gain of short stock | after call expired realized gain | ||||
6020 | 85.6 | 25 | 0.489 | -7 | -435 | ||
6010 | 79.75 | 50 | 0.471 | -11.25 | -424 | ||
6000 | 73.85 | 75 | 0.452 | -15.75 | -417.5 | ||
5990 | 68.4 | 100 | 0.432 | -18 | -422.5 | ||
5980 | 63 | 125 | 0.423 | -20 | -430 | ||
march 21 ATM=6030 | buy put=92 | buy 25 spy stocks( price=600) | delta of put | 动态gain | after put expiry realized gain |
6030 | 92 | gain of buy stock | -0.493 | ||
stike=6057 | 6030 put=77.25 | spy=602.68,gain 67 | -0.316 | -6.75 | |
两天前估计82 | -0.44 | 17.5 | |||
march 21 ATM=6030 | buy call=92 | sell 25 stocks( price=600) | delta of call | 动态gain | after call exercise realized gain |
6030 | 92 | gain of short stock | 0.507 | ||
6057 | 6030 call 105 | spy=602.68,lost 67 | 0.556 | -2 | |
两天前估计104.5 | -25 | 0.525 | -2 |
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