Placeholder

A trader decides to do a calendar spread on a particular

$3.00

Quantity:

Description

A trader decides to do a calendar spread on a particular

 

A trader decides to do a calendar spread on a particular stock using 3 month and 6 month options.
Give a specific example of how such a trade could be constructed. If the price of the stock
remains within a narrow trading range for the first 3 months describe how such a trade could be
very profitable. The option prices right now are,

Stock Price 60, Strike Price 60, Stock volatility 35%

30 day calls 2.506
30 day puts 2.437
90 day calls 4.379
90 day puts 4.173
180 day calls 4.706
180 day puts 4.250

Course Tutor helps in providing the best essay writing service. If you need 100% original papers for A trader decides to do a calendar spread on a particular, then contact us through call or live chat.

A trader decides to do a calendar spread on a particular

Perfect A trader decides to do a calendar spread on a particular

A trader decides to do a calendar spread on a particular

 

There are no reviews yet.

Add your review