This might be a little challenging and requires some understanding of options. This is a niche strategy that can be used to borrow money or invest short term. It's called the "box" trade.

I would like a spread sheet and graph that provides a payoff profile at expiration. Bonus points if you can determine what the implied yield is! We will use SPX Index options as the underlying investments. Reference price on SPX was 3405.25

A)You sell 100 Call contracts of the Oct 16 2020 expiration and 2500 strike at 904.25. . There is a multiplier on these options of 100. So to get the value you take the amount of contracts (100) x the multiplier (100) x the price 904.25 to get 9,042,500 of notional dollars. This is a creditUse the same methodology on next 3

B)You sell 100 Put contracts of the Oct 16 2020 expiration and 3500 strike at 131.60This is a credit

C)You buy 100 Put Contracts of the Oct 16 2020 expiration 2500 strike at 2.70This is a debit

D)You Buy 100 Call contracts of the Oct 16 2020 expiration 3500 strike at 34.4this is a debit

Assuming you did the trades today you would receive the net credit tomorrow 9/17

When the trades expire 10/16 you will owe the money back on next biz day10/19

The above trade is selling the box---effectively borrowing money

The difference between your net credit (sum of debits and credits) from above received on 9/17 and the value of each leg on the expiration date that you will pay on 10/19 will be the amount of dollars the borrowing cost you...the implied interest rate of that borrow can be determined by the difference in the amounts and the day count .

The value for each option at expiration is determined by the closing price of the index...so if you just assume the 100 contracts of 2500 strike calls you sold (a above) and assume the SPX closed at 3300the calculation would be closing price3300 minus the strike price (2500) x 100 contracts x 100 multiplieror 8,000,000. Additionally since this was initially a credit to close out the trade it creates a debit...the net P&L on each trade would be calculated and summed. The sum should be the same no matter what price the SPX closes at on the 4 trades.

Finally we would like to see a graph that shows at expiration the value of the sum of all options

Next we would like to see in a spread sheet the value of each individual leg of the options as well as the sum of all 4 combined versus the corresponding closing price on SPX. (at expiration) Please run SPX at 200 point intervals from 1000 to 4000

We are looking for how you would be able to process and show the output. I dont where to start or how to start. please help.