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!! Apps M Gmail YouTube Maps Node University by Tenda Wireless Rou. > Login Page Railwi M Modicare Limited WhatsApp * Apply for loans C Expert A Cheg. 0 Case Study Viewing *** Digital Guest... 's screen . *** Digital Guest Lectu 1 KS o > Long 100 Dec 2020 NASDAQ E-mini Future (price is $10,974) > Short 50 Dec 2020 NASDAQ E-mini 9700 Put Option (Price is $351.75) > The Price Scan Range is 800 points The Volatility Scan Range is 45% Questions What is the Implied Volatility of the option Complete the Scan Risk Array and calculate the SPAN Risk (Largest potential loss). Mention all the parameters used/computed. Underlying Price Changes 5P Future SPOption Portfolio of Price Scan Ram ***Volatility Move Gain/Loss Gain/ou Gain/tos UNCHANGED UNCHANGED DOWN UPUN LP UPUN DOWN DOWN UP DOWNUN DOWN UPS UP . UP 673 DOWN DOWN UP DOWNOWN DOWN UPON UP UP 100 DOWN DOWN UP DOWN 100 DOWN UN UP Khushbu Seti (Host) 5 AJ 7 ADIT JAIN ADI 10 AS 2 14 15 AYUSHMAN SHUKLA AYI Restricted External strict External !! Apps M Gmail YouTube Maps Node University by Tenda Wireless Rou. > Login Page Railwi M Modicare Limited WhatsApp * Apply for loans C Expert A Cheg. 0 Case Study Viewing *** Digital Guest... 's screen . *** Digital Guest Lectu 1 KS o > Long 100 Dec 2020 NASDAQ E-mini Future (price is $10,974) > Short 50 Dec 2020 NASDAQ E-mini 9700 Put Option (Price is $351.75) > The Price Scan Range is 800 points The Volatility Scan Range is 45% Questions What is the Implied Volatility of the option Complete the Scan Risk Array and calculate the SPAN Risk (Largest potential loss). Mention all the parameters used/computed. Underlying Price Changes 5P Future SPOption Portfolio of Price Scan Ram ***Volatility Move Gain/Loss Gain/ou Gain/tos UNCHANGED UNCHANGED DOWN UPUN LP UPUN DOWN DOWN UP DOWNUN DOWN UPS UP . UP 673 DOWN DOWN UP DOWNOWN DOWN UPON UP UP 100 DOWN DOWN UP DOWN 100 DOWN UN UP Khushbu Seti (Host) 5 AJ 7 ADIT JAIN ADI 10 AS 2 14 15 AYUSHMAN SHUKLA AYI Restricted External strict External
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