| B/S | PUT/CALL | STRIKE | BID | ASK | DELTA |
|---|---|---|---|---|---|
| BUY | PUT | 113 | 0.12 | 0.14 | - 15% |
| SELL | PUT | 114 | 0.19 | 0.21 | - 21% |
| SELL | CALL | 122 | 0.13 | 0.15 | 13% |
| BUY | CALL | 123 | 0.07 | 0.08 | 8% |
| IDEAL POSITION CALCULATION | |||||
| Index | TBOND | ||||
| Index Price | $ 117.30 | ||||
| IV | 10.87% | ||||
| Days To Expire | 30 | ||||
| Deviations | 1 | ||||
| Ideal Short Put | $ 113.00 | ||||
| Ideal Short Call | $ 121.00 | ||||
| POSITION STATISTICS (Per Contract) | |||||
| Factor | $ 15.625 | ||||
| Insider Pricing | $ 0.14 | ||||
| Position Risk | 10.70% | ||||
| Margin Per Contract | $ 1,000 | ||||
| Premium Per Contract | $ 218.75 | ||||
| Premium % Per Contract | 21.86% | ||||
| OVER ALL POSITION STATISTICS (All Contract) | |||||
| Contracts | 10 | ||||
| Premium | $ 2,187.50 | ||||
| Profit Exit Point | $ 1,100.00 | ||||
| Loss Exit Point | $ 800.00 | ||||
| Entry Commissions | $ 120.00 | ||||
| Exit Commissions | $ 120.00 | ||||
| Profit After Commissions | $ 860.00 | ||||
| % Return on Total Margin | 8.60% | ||||
| % Return on Risked Capital | 11.01% | ||||