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What are the benefits of trading option combinations? Pls construct long collar (buy 350 puts, sell 390 calls) by using the information below. (Bid-ask at
What are the benefits of trading option combinations?
Pls construct long collar (buy 350 puts, sell 390 calls) by using the information below.
(Bid-ask at left is for calls, at right is for puts)
Calculate its prices and Greeks
And, mention how that combinations greeks would be affected by a 3% underlying move in either direction? (show calculation process, thank you)
GammaQBido cVolum Delta Bid Qty BidPx Theo Ask Px Ask Qt Strike Pos Bid Qty BidPx Theo Ask Px Ask Qt Vega pVolume QBido p 2 4.750 483 4910 0 11 20.250 20.38 20.510 51 11 14.980 15.09 15.210 11 370 10015.8 15.92 16.030 11 21.75 21.88 22.010 0.733 6 2.740 2.82 GammaQBido cVolum Delta Bid Qty BidPx Theo Ask Px Ask Qt Strike Pos Bid Qty BidPx Theo Ask Px Ask Qt Vega pVolume QBido p 2 4.750 483 4910 0 11 20.250 20.38 20.510 51 11 14.980 15.09 15.210 11 370 10015.8 15.92 16.030 11 21.75 21.88 22.010 0.733 6 2.740 2.82Step by Step Solution
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