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Apple stock (AAPL) is priced at $141.66. The 12/16/22 (176 day) (strike 150) put is valued at 16.45. Its delta is .552, gamma .013, theta
- Apple stock (AAPL) is priced at $141.66. The 12/16/22 (176 day) (strike 150) put is valued at 16.45. Its delta is .552, gamma .013, theta .032. Based on only these Greeks, if the stock rises by $20 in 10 days and you have shorted a put, provide:
- The projected value of the put.
- The projected profit of one contract.
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Financial Ratio Analysis
Authors: Andrew P.C.
1st Edition
1973493381, 978-1973493389
