KO 8-6-2015CHART KO 3 AOSprimer short strikestrike40short call JUN15 40posicionesdatebidaskchng/priceteodeltagammathetavegaimp volimp vol
Autor: Autor:volatilidad implicia de la opcinstockv. intrinv. extrin
Autor: Autor:valor tiempov. promef deltaef thetaef vegaacumulado5006/8/150.330.350.340.58880.5987-0.00900.028214.469.2640.1550.1550.1850.34ef deltaef thetaef vegavar realvar teobid6/9/150.310.34-0.01 0.330.63530.7009-0.00770.026114.678.1340.20.20.1250.32513-5-1613-5-16-2.5-70.336/10/150.330.37-0.00 0.350.86920.9659-0.00220.013913.725.1440.330.330.020.3541-4-3955-8-5510-9dividendo6/11/150.30.33-0.13 0.280.56550.6017-0.01450.024812.0410.3940.10.10.2150.315-100-136-45-9-18-7.5-73
Autor: Autor:ajuste 706/12/150.230.26-0.07 0.230.48050.6036-0.01660.023612.4811.1639.9600.2450.245-40-710-85-17-9-42.5-1116/15/150.080.1-0.18 0.050.25200.5305-0.01930.014813.7212.9939.5900.090.09-89-2522-174-4213-120-2036/16/150.220.250.090.210.56700.8025-0.02210.016513.5611.7140.080.080.1550.23562-10-9-112-513-47.5-160
Autor: Autor:ajuste + 70 + 306/17/150.320.360.100.490.72590.7532-0.02200.012214.3112.4540.270.270.070.3454-116-58-6295-1116/18/150.590.650.28-1.00000-0.00030.000013.1815
Autor: Autor:estimado40.650.65-0.030.62138-111680-732514531v intrv. por stockstrikeDatos de la posicinv extv. tiemposhort40short call JUL15 40dif deltabiddatebidaskchng/priceteodeltagammathetavegaimp volimp vol
Autor: Autor:volatilidad implicia de la opcinstockv. intrinv. extrinv. promef deltaef thetaef vegaacumulado0.360.976/18/15
Autor: Autor:datos al final del dia0.90.940.850.69620.2617-0.00790.040913.1811.4940.650.650.270.92ef deltaef thetaef vegavar realvar teo26256/19/150.720.78-0.18 0.720.62880.288-0.00870.043012.9111.5340.400.40.350.75-87-41-87-41-85-901650.1550.1756/22/150.730.770.060.850.63390.3009-0.00770.040412.5412.2640.480.480.270.7525-1316-62-1717-85-626/8/15 12:3577.587.56/23/150.650.67-0.09 0.760.61030.3249-0.00770.040312.7711.7640.380.380.280.66-32-4-10-94-216-130-1086/24/150.540.58-0.11 0.680.54780.3251-0.00860.040612.9912.2140.190.190.370.56-58-49-152-2515-180-161dividendo6/25/150.440.47-0.11 0.580.49240.3383-0.00880.039913.4712.0240.020.020.4350.455-47-4-4-198-2912-232.5-2156/26/150.440.470.000.600.48690.3315-0.00950.039013.8612.54000.4550.455-5-410-203-3321-232.5-2156/29/150.230.25-0.26 0.420.39690.2809-0.01040.031516.3613.9539.4-0.60.840.24-146-1428-349-4849-340-347strike39.5short call JUL wk4 39.5biddatebidaskchng/priceteodeltagammathetavegaimp volimp vol
Autor: Autor:volatilidad implicia de la opcinstockv. intrinv. extrinv. promef deltaef thetaef vegaacumulado0.676/29/15
Autor: Autor:datos al final del dia0.640.690.890.47260.2133-0.01280.041716.3617.9639.4-0.10.7650.665ef deltaef thetaef vegavar realvar teo6/30/150.540.58-0.11 0.790.43380.2198-0.01270.040316.5117.639.23-0.270.830.56-40-6-8-40-6-8-52.5-547/1/150.640.680.090.90.49350.2311-0.01280.040316.0417.2939.500.660.6659-6-618-13-14-2.5-87/2/150.610.65-0.03 0.880.49080.2402-0.01290.039416.0216.9939.49-0.010.640.63-2-6-616-19-20-17.5-237/6/150.570.6-0.11 0.880.50700.2760-0.01370.035917.0616.4339.42-0.080.6650.585-17-26-11-1-45-31-40-777/7/151.11.160.561.510.65960.2033-0.01660.032717.3820.740.250.750.381.13210-777209-5246232.52036/9/15 16:007/8/150.890.94-0.25 1.340.58650.2151-0.01890.033519.2921.3439.860.360.5550.915-129-81081-6056125777/9/150.910.970.041.40.59290.2124-0.02030.032419.6822.1739.920.420.520.9418-91498-7070137.5997/10/151.231.310.311.850.69350.1874-0.02370.027821.6223.6840.390.890.381.27139-1024237-8095302.52527/13/15contratosLong call NOV15 35500datebidaskchng/priceteodeltagammathetavegaimp volimp vol
Autor: Autor:volatilidad implicia de la opcinstockv promef deltaef thetaef vegadif deltag/p totalhist. Volacumuladoask6/8/155.15.255.180.94840.0633-0.0070.024414.4617.1040.1555.180.360.00ef deltaef thetaef vegavar realvar teo5.256/9/155.155.30.035.230.95820.0631-0.00050.020314.6716.8940.25.2321-4-30.32-10.0021-4-3-12.515
Autor: Autor:ajuste -350.07 centavos x opcion
Autor: Autor:ajuste + 70 + 30-286/10/155.35.40.125.350.96650.0611-0.00040.016713.7216.9040.335.3562-000.1040.0084-4-25077-276/11/155.255.45-0.18 5.340.86860.0442-0.00270.055312.0419.440.15.35-111-0210.3057.50-28-41850-13636/12/155.155.3-0.13 5.220.86440.0451-0.00280.056412.4819.2139.965.23-61-1-50.3830.00-88-513-12.5-80686/15/154.85-0.32 4.890.84860.0494-0.0030.059913.7219.2639.594.90-160-110.60-55.00-248-715-175-240656/16/155.255.450.465.350.86390.0444-0.00290.055913.5620.0240.085.35208-2230.3097.50-40-83750-11616/10/15 16:006/17/155.455.60.335.550.85310.0506-0.00280.057114.3123.0840.275.5382-1860.13132.5042-10123137.5155-176/18/155.85.950.065.90.90240.0351-0.00290.045713.1818.5240.655.88162-1-1300.21167.50204-11-7312.51851276/19/155.65.8-0.10 5.690.86370.0403-0.00330.055912.5121.3340.405.70-113-1640.23140.00
Autor: Autor:comisin y perdida por short anterior -145-30
Autor: Autor:volatilidad implicia de la opcin
Autor: Autor:estimado
Autor: Autor:volatilidad implicia de la opcin
Autor: Autor:datos al final del dia
Autor: Autor:volatilidad implicia de la opcin
Autor: Autor:ajuste 7091-1357225135906/22/155.65.80.175.740.86570.0488-0.02700.052912.5423.2140.485.7035-2530.23140.00126-1410922522146/23/155.55.6-0.18 5.580.87810.0512-0.00230.048812.7722.0340.385.55-43-14-310.27110.0082-2878150133176/24/155.355.45-0.15 5.440.86390.0524-0.00260.052712.9922.440.195.40-83-190.3285.00-1-29877557186/25/155.155.3-0.17 5.270.86250.0547-0.00250.052613.4721.9340.025.23-73-1-120.3750.00-75-3075-12.5-30176/26/155.155.350.025.30.85080.0535-0.00290.055813.8622.76405.25-9-1220.3662.5013.86-83-31970-18186/29/154.654.85-0.51 4.820.81730.0583-0.00340.062716.3622.9839.44.75-255-460.42-80.0010.65-338-36103-250-271216/30/154.454.6-0.23 4.590.82470.0628-0.00310.060416.5121.6639.234.525-69-5-410.39-480.0010.61-408-4161-362.5-387257/1/154.654.80.194.790.84800.0612-0.00270.054816.0421.2439.54.725111-2-130.35-430.0011.61-297-4249-262.5-290287/2/154.654.8-0.24 4.790.49080.2402-0.01290.055316.0216.9939.494.725-4-1-1160.00-415.0010.92-301-44-68-262.5-4121507/6/154.554.7-0.01 4.670.90550.0672-0.00150.037117.0618.3739.424.625-17-26380.40-442.5010.16-318-70-30-312.5-4171057/7/155.45.60.965.590.85680.0497-0.00320.052717.3824.0340.255.5376-11050.20-277.5012.7458-707512563626/11/15 16:007/8/155.055.2-0.41 5.210.85690.0547-0.00290.051919.2922.6839.865.125-167-2-360.27-357.5013.21-109-7240-62.5-141797/9/155.15.250.085.270.85260.0537-0.00310.05319.6823.239.925.17526-1130.26-345.0013.15-84-7353-37.5-103667/10/155.555.750.315.760.90220.0367-0.00330.027819.3321.6240.395.65200-2-420.21-272.5013.69117-7512200531476/12/15 16:006/15/15 16:006/16/15 16:006/17/15 16:006/18/15 15:300.331650.653251601905.2526255.82900275856/19/15 16:006/22/15 16:006/23/15 16:006/24/15 16:006/25/15 16:006/26/15 16:0029/06/2015 16:00:00 p.m.6/30/15 16:007/1/15 16:007/2/15 16:007/6/15 16:007/7/15 16:007/8/15 16:007/9/15 16:007/10/15 16:007/13/15 16:007/14/15 16:007/15/15 16:007/16/15 16:007/17/15 16:007/20/15 16:007/21/15 16:00

Short call strike 40 jun 15

bid0.330.310.330.30.230.080.220.32ask0.350.340.370.330.260.10.250.36

imp vol short strike 40 jun15

imp vol9.268.13000000000000085.1410.3911.1612.9911.7112.4515

dif delta jun 15

dif delta0.359600000000000030.322900000000000089.7300000000000053E-20.303100000000000040.383899999999999960.596600000000000020.296900000000000050.12719999999999998

Graficas KO 8-6-2015

Stock vs short call JUN15 40

stock40.15500000000000140.20000000000000340.3340.139.9639.59000000000000340.0840.27000000000000340.65v. prom0.339999999999999970.325000000000000010.350.3150.2450.090.234999999999999990.339999999999999970.62

Stock vs Short call JUL WK4 15 39.5

stock39.439.22999999999999739.539.4939.4240.2539.8639.9240.39v. prom0.665000000000000040.560000000000000050.660.630.584999999999999961.12999999999999990.915000000000000040.941.27

Efecto griegos short call JUL WK4 39.5

ef delta-40.17100000000040418.39200000000027315.924500000000764-1.2534999999993079209.1515000000002580.52950000000009898.124500000000765237.45600000000042ef theta-6.4-12.75-19.149999999999999-44.95-51.800000000000004-60.100000000000009-69.550000000000011-79.700000000000017ef vega-7.5059999999999887-13.752500000000035-19.797500000000049-30.82950000000002445.81699999999996556.28099999999997770.18350000000000994.64549999999997

Variacin short strike Jul Wk4 39.5 500 contratos

var real-52.499999999999993-2.5000000000000022-17.500000000000014-40.000000000000036232.49999999999994125137.49999999999994302.5var teo-54.077000000000389-8.110499999999762-23.022999999999286-77.032999999999333203.1685000000002276.71050000000006798.758000000000763252.40150000000037

efecto griegos short call JUN 15 40

ef delta13.248000000000554.542499999999052-45.415499999999582-85.000499999999747-173.89299999999912-112.15299999999976-58.28799999999839179.632999999999953ef theta-4.5-8.35-9.4499999999999993-16.7-41.599999999999994-51.249999999999993-62.3-73.3ef vega-15.932999999999986-54.952500000000001-18.464999999999996-8.917000000000001612.6769999999999963.20500000000000019.309999999999988124.864999999999995

Variacion short strike jun15 40 500 contratos

var real-2.50000000000000229.9999999999999805-7.5000000000000071-42.500000000000007-120.00000000000001-47.5000000000000144.9999999999999769145var teo-7.1849999999994854-8.7600000000009501-73.330499999999574-110.61749999999975-202.81599999999912-160.19799999999975-111.277999999998431.197999999999951

Variacion short strike jul15 40 500 contratos

var real-84.999999999999972-84.999999999999972-129.99999999999994-179.99999999999994-232.49999999999997-232.49999999999997-339.99999999999994var teo-90.157000000000025-62.360000000000539-108.00499999999873-160.76600000000019-215.48599999999874-215.2339999999995-347.27899999999983

Efecto griegos short call JUL 15 40

ef delta-87.025000000000006-61.873000000000538-93.567999999998733-151.54650000000021-198.10949999999872-203.03349999999949-349.10349999999983ef theta-3.95-17-20.85-24.700000000000003-29.000000000000004-33.400000000000006-47.650000000000006ef vega0.8179999999999825216.5129999999999916.412999999999991415.48050000000001311.62349999999998821.19949999999999349.474499999999978

Stock vs short call JUL 15 40

stock40.6540.440.47999999999999740.38000000000000340.1940.0200000000000034039.4v. prom0.919999999999999930.750.750.660.560000000000000050.454999999999999960.454999999999999960.24

Stock vs long call NOV 15 35

stock40.15500000000000140.20000000000000340.3340.139.9639.59000000000000340.0840.27000000000000340.6540.440.47999999999999740.38000000000000340.1940.0200000000000034039.439.22999999999999739.539.4939.4240.2539.8639.92v prom5.17499999999999985.22499999999999965.355.355.22499999999999964.90000000000000045.355.52500000000000045.8755.69999999999999935.69999999999999935.555.45.22499999999999965.254.754.52500000000000044.72499999999999964.72499999999999964.6255.55.1255.1749999999999998

Efecto de griegos long call NOV 15 35

ef delta21.33900000000080983.621999999998636-27.525499999999852-88.3275000000001-248.24149999999898-40.33450000000115741.736000000000928203.8249999999989991.024999999998997125.5729999999982682.288000000000721-1.1315000000013953-74.562999999999064-83.188000000000415-338.42800000000102-407.89850000000172-296.56400000000042-300.80399999999958-317.9819999999996357.800499999999602-109.27550000000062-83.568499999999645ef theta-3.5-3.75-3.95-5.3000000000000007-6.7000000000000011-8.2000000000000011-9.65-11.05-12.5-14.15-27.65-28.799999999999997-30.099999999999998-31.349999999999998-35.699999999999996-40.799999999999997-42.349999999999994-43.699999999999996-69.5-70.25-71.849999999999994-73.3ef vega-2.5620000000000105-2.460500000000030818.41449999999996813.1610000000000314.57100000000004937.332999999999991122.85999999999996-7.32800000000000356.880499999999955109.4265000000000378.21550000000003487.24349999999996974.85899999999999596.688000000000045102.8260000000000161.44399999999999648.759999999999941-67.690000000000055-29.5329999999999875.46000000000003639.88750000000000353.381499999999988

Variacin long strike NOV15 35 500 contratos

var real-12.50000000000017849.99999999999982249.999999999999822-12.500000000000178-174.9999999999998349.999999999999822137.50000000000017312.5224.99999999999966224.99999999999966149.9999999999999175.000000000000171-12.5000000000001780-250-362.49999999999983-262.50000000000017-262.50000000000017-312.5125-62.5-37.500000000000085var teo15.27700000000079977.411499999998611-13.060999999999883-80.466500000000067-240.37049999999891-11.201500000001168154.94600000000088185.44699999999898135.40549999999894220.84949999999827132.8535000000007657.311999999998577-29.803999999999064-17.850000000000364-271.30200000000099-387.25450000000171-290.15400000000051-412.19399999999962-417.0149999999995963.010499999999638-141.23800000000062-103.48699999999965

SPY 15-6-2015CHART SPY 3 AOSposiciones100strikeshort call JUL15 209209datebidaskchng/priceteodeltagammathetavegaimp volimp vol
Autor: Autor:volatilidad implicia de la opcinstockv. intrinv. extrin
Autor: Autor:valor tiempov. promef deltaef thetaef vegaacumuladobid6/15/152.82.812.790.52090.0552-0.05130.246612.110.81209.10.102.712.8ef deltaef thetaef vegavar realvar teo2.866/16/153.453.530.644.020.57680.0490-0.05530.239813.2611.17210.31.252.243.560-5960-5963646/17/153.363.45-0.11 3.400.59700.0507-0.05380.233612.810.11210.61.591.823.420-6-2580-11-1755526/18/154.694.81.574.530.70800.0560
Autor: Autor:estimado-0.0501
Autor: Autor:valor estimado0.2399
Autor: Autor:valor estimado12.4
Autor: Autor:estimado11.45
Autor: Autor:imp vol estimado212.83.780.964.7131-531210-16151892096/19/153.693.81-1.35 3.700.59970.0562-0.05580.21712.412.78210.51.502.253.8-161-53249-214789746/22/154.274.380.504.490.68000.0537-0.05460.19912.411.48211.92.891.444.383-17-28132-38181471136/23/154.364.490.094.330.70730.0580-0.04890.187412.2111.68212.13.051.374.411-54143-43221571226/24/153.413.47-1.06 3.150.62130.0694-0.05010.200910.5212.08210.51.511.933.4-109-5734-483058166/25/153.153.22-0.27 2.970.56720.0653-0.05880.202511.8813.09209.80.832.353.2-42-520-8-535033-11Datos de la posicin6/26/153.223.320.093.0680.56980.0635-0.06300.197712.4913.64209.90.92.373.34-611-4-596141-26/29/151.441.51-2.20 2.6120.43310.0484-0.04440.266412.1415.62205.5-3.535.0051.5-209
Autor: Autor:formula especial por bajar 4 puntos.-1939-213-78101-139-1906/30/151.461.50.041.6330.34360.0524-0.08300.164016.3415.25205.9-3.114.591.518-4-10-195-8291-138-1867/1/151.911.950.392.1490.42930.0582-0.08720.170615.7214.64207.6-1.433.361.958-8-10-137-9181-93-1477/2/151.841.88-0.08 1.6950.40010.0658-0.07990.162414.1615.34207.3-1.683.541.9-11-912-148-9993-100-1556/15/15 12:437/6/151.271.3-0.55 1.2070.34030.0700-0.09520.13215.0915.54206.7-2.333.6151.285-26-323-174-13196-158-2097/7/151.551.59-0.05 1.6820.43470.0762-0.10670.135515.1914.56208.0-0.992.561.5746-10-13-128-14183-129-1867/8/150.650.72-1.58 0.4390.17480.0564-0.06990.083914.617.24204.5-4.475.1550.685-151-1136-279-152119-218-3127/9/150.740.78-0.14 0.6860.22480.0579-0.10090.091217.318.19204.9-4.14.860.766-78-273-159127-210-3047/10/151.171.20.092.7570.44390.0477-0.06470.222914.8717.21207.5-1.522.7051.18558-10-9-215-169118-168-2657/13/151.721.790.291.750.59880.1199-0.16310.084914.8715.12209.80.770.9851.755102-6-47-113-17572-111-2177/14/152.132.15-0.19 2.0570.77210.1296-0.12430.057712.3413.84210.71.720.422.1457-16-11-56-19161-72-1877/15/152.192.3-0.20 1.8080.82710.1474-0.12300.040611.4920.28210.61.630.6152.245-7-1237-63-20498-62-169short call AGO15 211datebidaskchng/priceteodeltagammathetavegaimp volimp vol
Autor: Autor:volatilidad implicia de la opcinstockv. intrinv. extrin
Autor: Autor:valor tiempov. promef deltaef thetaef vega7/15/153.13.152.9880.49920.0533-0.04560.267511.94210.61.631.503.17/16/153.583.673.8920.58260.0514-0.04570.260111.5610.67212.33.270.353.66/16/15 12:43strikelong call JAN16 1850.01185datebidaskchng/priceteodeltagammathetavegaimp volimp vol
Autor: Autor:volatilidad implicia de la opcinstockv. intrinv. extrin
Autor: Autor:valor tiempov. promef deltaef thetaef vegahist. Voldif deltag/p totalacumulado2.97ask6/15/1528.08
Autor: Autor:think or swim26.38-0.9260
Autor: Autor:delta estimado.0.0080
Autor: Autor:gamma estimado0.0112
Autor: Autor:estimado0.233
Autor: Autor:vega estimado12.113.5620924.103.1327.20.410ef deltaef thetaef vegavar realvar teo26.386/16/1527.1827.531.1527.190.91710.0073-0.1230.250113.2613.8821025.252.1127.4106170.343510617981156/17/1527.1327.49-0.17 27.340.92920.0068-0.01140.228112.812.4521125.591.7227.331-12-360.3338138-11-2893986/18/1529.2329.52.0227.930.92920.0068-0.01140.228112.4
Autor: Autor:estimado12.4521327.781.5929.4203-100.22110341-12-282993016/19/1527.7528.28-1.40 27.130.93520.0066-0.01080.209912.415.6521125.502.5228.0-212-1730.3475129-13451641616/22/1528.6829.281.0928.450.94250.0059-0.01030.188412.414.721226.892.0929.0130-3-200.26114259-17252602676/23/1529.0529.360.2128.410.95900.0049-0.00860.142312.2115.0621227.052.1529.215-170.25126274-18322832886/24/1527.6727.98-1.47 26.820.96090.0051-0.00820.136210.5215.1421125.512.3227.8-148-110.3487127-19331451416/25/1527.227.53-0.59 26.380.93900.0066-0.01030.195711.8815.6721024.832.5327.4-65-170.376661-194099826/17/15 12:431.246/26/1527.3327.60.0926.530.93270.0069-0.01110.214512.4915.8521024.902.5627.57-149.750.366868-2043109916/29/1524.0424.41-3.81 22.4270.89870.0097-0.01270.269612.1417.4920520.473.7624.2-410
Autor: Autor:formula especial por bajar 4 puntos
Autor: Autor:volatilidad implicia de la opcin
Autor: Autor:think or swim
Autor: Autor:valor tiempo
Autor: Autor:delta estimado.
Autor: Autor:gamma estimado
Autor: Autor:estimado
Autor: Autor:volatilidad implicia de la opcin
Autor: Autor:estimado
Autor: Autor:vega estimado
Autor: Autor:valor estimado
Autor: Autor:volatilidad implicia de la opcin
Autor: Autor:valor estimado
Autor: Autor:valor tiempo
Autor: Autor:estimado
Autor: Autor:imp vol estimado
Autor: Autor:valor tiempo
Autor: Autor:estimado-3359.240.47-77-342-2479-216-2876/30/1524.2324.50.2424.0340.8440.0100-0.01960.370716.3417.0120620.893.47524.438-1-1311.040.50-63-304-2566-202-2647/1/1525.3525.691.1525.3080.86550.0092-0.01760.333315.7216.3520822.572.9525.5142-2-2411.010.447-162-2741-86-1487/2/1525.3125.62-0.07 24.6140.88460.0091-0.01510.296111.3316.8520722.323.1525.5-22-21711.330.489-184-2958-91-1551.257/6/1524.9525.17-0.45 24.2470.86800.0096-0.01710.323015.0917.46206.6721.673.3925.06-57-61811.330.5326-242-3576-132-2002.287/7/1525.5125.850.6325.450.87840.0089-0.01650.304715.1916.02208.0123.012.6725.68116-2-4711.290.4459-125-3729-70-1327/8/1522.9723.31-2.77 22.1720.85640.0108-0.01740.339314.617.18204.5319.533.6123.14-306-23511.490.68-107-431-3865-324-4047/9/1523.1823.520.1823.4750.82380.0103-0.02170.385317.316.99204.919.93.4523.3532-2-612.070.60-93-399-4058-303-3817/10/1525.1925.521.9024.8240.88030.0091-0.01620.297414.8716.64207.4822.482.87525.355213-2-1317.210.4465-187-4245-103-1847/13/1526.8727.111.6326.820.9010.0079-0.01490.261614.8715.56209.7724.772.2226.99202-2-3212.40.3017215-441361-167/14/1527.5127.930.6927.1150.94470.0061-0.01040.170712.3415.15210.7225.72227.7286-1-1112.740.17206101-452134577/15/1527.7528.030.0526.8950.9550.0055-0.00920.142311.4916.16210.6325.632.2627.89-9-11712.80.1321392-4619151657/16/1528.6829.091.2428.460.96410.0046-0.00460.122711.5614.13212.2727.271.61528.89157-1-2912.790.38251249-47-102511926/18/15 12:431257/17/152287/20/15-2281.590.8615921/06/2015 10:09:00 p.m. (domingo)861426/22/15 22:091.52.36/23/15 22:091502301.892.496/24/15 22:092496/25/15 22:096/26/15 22:096/29/15 16:006/30/15 16:007/1/15 16:007/2/15 16:007/6/15 16:007/7/15 16:007/8/15 16:007/9/15 16:007/10/15 16:007/13/15 16:007/14/15 16:007/15/15 16:007/16/15 16:007/17/15 16:007/20/15 16:007/21/15 16:007/22/15 16:007/23/15 16:00

Graficas SPY 15-6-2015

stock vs valor promedio short call 209 jul15

stock209.1210.25210.59212.78210.5211.89212.05210.51209.83209.9205.47205.89207.57207.32206.67208.01204.53204.9207.48209.77210.72210.63v. prom2.80499999999999973.493.40500000000000024.74500000000000013.754.32499999999999934.42500000000000073.44000000000000043.18500000000000013.271.47500000000000011.481.931.85999999999999991.28500000000000011.570.685000000000000050.761.18500000000000011.75499999999999992.13999999999999972.2450000000000001

Efecto de griegos short call 209 jul15 para 100 contratos

ef delta59.903500000000379.514700000000488210.2577000000003448.833700000000277132.19199999999944143.0720000000011434.147799999999691-8.1005999999989626-4.1301999999993493-212.97019999999935-194.77999999999989-137.05519999999964-147.78769999999963-173.79419999999985-128.19399999999973-279.46959999999928-273.00199999999921-215.00359999999958-113.35049999999868-56.464499999999354-63.413399999999619ef theta-5.13-10.66-16.04-21.049999999999997-37.79-43.25-48.14-53.15-59.03-77.930000000000007-82.37-90.67-99.39-131.35-140.87-151.54-158.53-168.62-175.09-191.4-203.83ef vega8.8775999999999868-16.54120000000002514.7611999999999746.66789999999997518.45789999999999922.43789999999998529.93389999999999450.22479999999998861.362300000000005100.5068999999999790.65009999999999580.64610000000000492.58809999999999795.83609999999998882.900100000000009119.21409999999997127.1846118.24771.6608999999999760.79369999999997397.952499999999986

Variacin short strike - 100 contratos

var real63.00000000000003654.500000000000036188.5000000000000389.000000000000014146.49999999999994156.5000000000000958.0000000000000532.50000000000001441.000000000000014-138.49999999999997-138-93-100-157.49999999999997-128.99999999999997-217.49999999999997-209.99999999999997-167.49999999999997-110.5-72.000000000000014-61.499999999999979var teo63.65110000000028452.313500000000467208.9789000000003274.451600000000255112.85989999999944122.2599000000011215.941699999999685-11.025799999998974-1.7978999999993448-190.39329999999939-186.49989999999985-147.07909999999964-154.58959999999962-209.30809999999985-186.16389999999973-311.79549999999932-304.34739999999925-265.37659999999954-216.77959999999871-187.07079999999939-169.29089999999962

Stock vs valor promedio long call 185 jan16

stock209.1210.25210.59212.78210.5211.89212.05210.51209.83209.9205.47205.89207.57207.32206.67208.01204.53204.9207.48209.77210.72210.63v. prom27.22999999999999727.35527.3129.36500000000000228.01500000000000128.9829.20499999999999827.82500000000000327.36500000000000227.46524.22500000000000124.36500000000000225.52000000000000325.46525.06000000000000225.6823.1423.3525.35526.99000000000000227.7227.89

Efecto de griegos long call 185 jan16 para 100 contratos

ef delta106.49000000000053137.67140000000086341.16620000000069129.30860000000058259.30139999999932274.38140000000169126.6953999999997561.35420000000182567.927200000001179-341.90279999999882-304.15739999999994-162.36539999999937-184.00289999999939-241.50189999999989-125.1898999999996-430.87309999999866-399.18629999999825-186.6458999999995914.942800000002222100.5378000000012192.035500000000894ef theta1.1199999999999999-11.180000000000001-12.320000000000002-13.460000000000003-16.700000000000003-17.730000000000004-18.590000000000003-19.410000000000004-20.440000000000005-23.770000000000003-25.040000000000003-27.000000000000004-28.760000000000005-34.800000000000004-36.510000000000005-38.160000000000004-39.900000000000006-42.070000000000007-43.690000000000005-45.180000000000007-46.220000000000006ef vega7.4560000000000066-28.308300000000028-28.30830000000002844.68369999999998824.74319999999996331.52559999999998732.66399999999998739.88259999999997543.40519999999997278.58319999999994865.64240000000003841.17620000000003757.84120000000003675.90330000000001629.39129999999996664.73649999999997858.28979999999993644.80430000000001912.685100000000021.959500000000016219.200200000000013

ganancia posicin vs diferencia delta

g/p total034.50000000000010738.499999999999936110.0000000000002674.500000000000156113.50000000000017125.9999999999998686.50000000000034166.00000000000028467.500000000000071-76.999999999999801-63.4999999999997167.00000000000041218.500000000000085325.50000000000031359.000000000000043-106.49999999999986-92.99999999999980165.000000000000114171.50000000000028206212.50000000000014dif delta0.405100000000000020.340300000000000050.332200000000000050.221200000000000060.335500000000000020.262499999999999960.251699999999999920.339600000000000010.371799999999999910.36290.465600000000000070.500399999999999960.436200000000000030.484500000000000040.527700000000000060.443699999999999980.681599999999999980.598999999999999980.436399999999999950.302200000000000020.172599999999999980.12790000000000001

Variacin long strike 100 contratos

var real97.50000000000014292.999999999999972298.50000000000028163.50000000000017260.00000000000011282.49999999999994144.500000000000498.500000000000298108.50000000000009-215.49999999999977-201.49999999999972-85.999999999999588-91.499999999999915-131.99999999999966-69.999999999999929-323.99999999999983-302.99999999999977-102.4999999999998661.000000000000298134151.00000000000017var teo115.0660000000005498.18310000000082300.53790000000066160.53230000000056267.34459999999928288.17700000000167140.7693999999997381.82680000000179690.892400000001146-287.08959999999888-263.55499999999995-148.18919999999935-154.92169999999933-200.39859999999987-132.30859999999964-404.2965999999987-380.79649999999828-183.91159999999957-16.06209999999776357.31730000000122565.015700000000905