Yes okay, I didn't know that it was wrong to calculate with the greeks(delta) at expiration. So, we only calculate from strike 105 to 110...
No problem, yes it must be the beers, I was going insane for a while :) Then we are on the same track now then. I think my calculation in the...
The profit will be the entire initial credit: $100 at expiration.
Your calculation is not right. It is the opposite. We simply keep the credit which is the intial credit == $50 We want the underlying to close...
I will take a simple example that hopefully will help us. We enter a CALL credit spread like this: Buy 1 Call - Strike 110 at 0.50 Sell 1 Call -...
Yes, we are on the same track there completely! Yes it would be nice to have a look at your script. The only thing that remains is this as you...
>> The 105 strike and the 115 strike long positions are worthless. I am with you on that one. It must be something that I miss completely. You...
Thanks for the spreadsheet. I am not sure now but are your calculation wrong and the below correct? I am a little confused. Expiration PnL at...
I am not sure I followed your explanation. Do my calculation look correct when looking at the total profit(not value) at strike 1 and strike 2 at...
Yes, that is true. All strikes are at the same expiration. So it would be the scenario as it looks like on the risk profile at expiration.
Hello, I am trying to manually calculate what the profit in a risk graph is at strike 1 and strike 2 in this example. I use the delta value of...
Thanks alot, that was very helpful!
Hello, I wonder if there is any free software where you can study the riskprofile graphs for a strategy you put in. With free, I mean a software...
Thanks for the help and explanation!
Thanks Bob, I found the calculator also, I just was a bit confused of the debitspread as I have not calculated margin on that before. I have...
Yes, it is something strange. I tried again with new values for the below PUT option: Symbol: MSFT Expiration: 18 Nov...
I am sorry, I did use the wrong terminology. All position are "to open". So the example should then look like this: Positions to enter: Buy to...
Hello, I wonder how we would go about if we will calculate the margin requirement for the below trade? Underlying IBM is at 151.26 Buy to...
For symbol CSCO, I am trying out the C# code found here: http://www.risk256.com/code/Options.cs I call the THETA function: //Current...
Hello, I am looking at the 30 DTE ATM option in MSFT today. I have inserted the values in this calculator:...
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