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Top Straddle: Short a C E and a P E on the same K and Maturity K P = K C = $70 L =
| Top Straddle: Short a CE and a PE on the same K and Maturity | |||||
| KP = | KC = | $70 | L = $69 | ||
| PP = | $3 | CP = | $4 | ||
| Stock Price | Short a Put | Short a Call | Profits | ||
| $50 | |||||
| $52 | |||||
| $54 | |||||
| $56 | |||||
| $58 | |||||
| $60 | |||||
| $62 | |||||
| $64 | |||||
| $66 | |||||
| $68 | |||||
| $70 | |||||
| $72 | |||||
| $74 | |||||
| $76 | |||||
| $78 | |||||
| $80 | |||||
| $82 | |||||
| $84 | |||||
| $86 | |||||
| $88 | |||||
| $90 | |||||
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Handbook Of Consumer Finance Research
Authors: Jing Jian Xiao
2nd Edition
3319288857, 978-3319288857
