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you need to pick two options. One Put and one call. You will need to fill out all the information on this spread sheet use
you need to pick two options. One Put and one call. You will need to fill out all the information on this spread sheet
use cboe.com
Option Worksheet Date Put/Call? Underlying Stock Ticker Strike Price: (X) Expiration Date: Beginning End Date Change from Beginning to end Days to Expiration ( 0 0 Current Option Price Co, P.) Current Stock Price: (S.) Volatility Interest Rate Intrinsic Value (IV) Time Value (TV) Average (Beg. Est. effect on & End) option The Greeks! Delta Vega Theta Rho OPTION PRICE CHANGE CALCULATION Estimate Based on Greeks Actual Change Analysis: Compare the estimate based on Greeks and actual Price change. What impacted the changes? Option Worksheet Date Put/Call? Underlying Stock Ticker Strike Price: (X) Expiration Date: Beginning End Date Change from Beginning to end Days to Expiration ( 0 0 Current Option Price Co, P.) Current Stock Price: (S.) Volatility Interest Rate Intrinsic Value (IV) Time Value (TV) Average (Beg. Est. effect on & End) option The Greeks! Delta Vega Theta Rho OPTION PRICE CHANGE CALCULATION Estimate Based on Greeks Actual Change Analysis: Compare the estimate based on Greeks and actual Price change. What impacted the changes Step by Step Solution
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