For privacy reasons, I have whited out some of the numbers.
The "Premium Received" values are today's highs (or close to it) for the two options. The "Theoretical Call Price" and "Delta" were obtained from the I Volatility site.
Friday, February 22, 2008
Writing Covered Calls on AMX and USU
In keeping with my belief that we are in a sideways market, I am considering writing (selling) April, 2008 calls on my America Movil and Usec shares. The tables below present analyses of the maximum returns if the stocks are called away on the day the options expire.
For privacy reasons, I have whited out some of the numbers.
The "Premium Received" values are today's highs (or close to it) for the two options. The "Theoretical Call Price" and "Delta" were obtained from the I Volatility site.
For privacy reasons, I have whited out some of the numbers.
The "Premium Received" values are today's highs (or close to it) for the two options. The "Theoretical Call Price" and "Delta" were obtained from the I Volatility site.
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment