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Trading Strategy: Short Strip of November maturity options Calls Puts Strike Oct Nov Dec Oct Nov Dec 225 12 18 24 1 6 8 230
Trading Strategy: Short Strip of November maturity options
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Strike | Oct | Nov | Dec | Oct | Nov | Dec |
225 | 12 | 18 | 24 | 1 | 6 | 8 |
230 | 6 | 15 | 19 | 3 | 9 | 12 |
235 | 3 | 12 | 17 | 6 | 15 | 19 |
Fill in a net payoff table
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