| B/S | PUT/CALL | STRIKE | BID | ASK | DELTA |
|---|---|---|---|---|---|
| BUY | PUT | 109 | 0.07 | 0.08 | - 6% |
| SELL | PUT | 111 | 0.17 | 0.19 | - 12% |
| SELL | CALL | 121 | 0.15 | 0.17 | 12% |
| BUY | CALL | 123 | 0.05 | 0.07 | 5% |
| IDEAL POSITION CALCULATION | |||||
| Index | TBOND | ||||
| Index Price | $ 116.03 | ||||
| IV | 10.91% | ||||
| Days To Expire | 43 | ||||
| Deviations | 1.25 | ||||
| Ideal Short Put | $ 111.00 | ||||
| Ideal Short Call | $ 121.00 | ||||
| POSITION STATISTICS (Per Contract) | |||||
| Factor | $ 15.625 | ||||
| Insider Pricing | $ 0.23 | ||||
| Position Risk | 12.58% | ||||
| Margin Per Contract | $ 2,000 | ||||
| Premium Per Contract | $ 359.38 | ||||
| Premium % Per Contract | 17.97% | ||||
| OVER ALL POSITION STATISTICS (All Contract) | |||||
| Contracts | 6 | ||||
| Premium | $ 2,156.08 | ||||
| Profit Exit Point | $ 1,100.00 | ||||
| Loss Exit Point | $ 1000.00 | ||||
| Entry Commissions | $ 72.00 | ||||
| Exit Commissions | $ 72.00 | ||||
| Profit After Commissions | $ 956.00 | ||||
| % Return on Total Margin | 7.97% | ||||
| % Return on Risked Capital | 9.71% | ||||