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long or short call or put strike price value of option today value of underlying asset payoff (intrinsic value) profit (loss) long call 167 5
| long or short | call or put | strike price | value of option today | value of underlying asset | payoff (intrinsic value) | profit (loss) |
| long | call | 167 | 5 | 181 | ||
| short | call | 167 | 5 | 181 | ||
| long | put | 157 | 5 | 121 | ||
| short | put | 157 | 5 | 121 | ||
| long | call | 176 | 5 | 146 | ||
| short | call | 176 | 5 | 146 | ||
| long | put | 186 | 5 | 201 | ||
| short | put | 186 | 5 | 201 |
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Commodity Option Pricing A Practitioner's Guide
Authors: Iain J. Clark
1st Edition
1119944511, 978-1119944515
