| B/S | PUT/CALL | STRIKE | BID | ASK | DELTA |
|---|---|---|---|---|---|
| BUY | PUT | 114 | 0.14 | 0.17 | - 14% |
| SELL | PUT | 115 | 0.20 | 0.24 | - 21% |
| IDEAL POSITION CALCULATION | |||||
| Index | TBOND | ||||
| Index Price | $ 117.72 | ||||
| IV | 8.88% | ||||
| Days To Expire | 38 | ||||
| Deviations | 1.25 | ||||
| Ideal Short Put | $ 114.00 | ||||
| POSITION STATISTICS (Per Contract) | |||||
| Factor | $ 15.625 | ||||
| Insider Pricing | $ 0.08 | ||||
| Position Risk | 7.00% | ||||
| Margin Per Contract | $ 1,000 | ||||
| Premium Per Contract | $ 125.00 | ||||
| Premium % Per Contract | 12.50% | ||||
| OVER ALL POSITION STATISTICS (All Contract) | |||||
| Contracts | 10 | ||||
| Premium | $ 1,250.00 | ||||
| Profit Exit Point | $ 650.00 | ||||
| Loss Exit Point | $ 850.00 | ||||
| Entry Commissions | $ 60.00 | ||||
| Exit Commissions | $ 60.00 | ||||
| Profit After Commissions | $ 530.00 | ||||
| % Return on Total Margin | 5.30% | ||||
| % Return on Risked Capital | 6.06% | ||||