Sentences with phrase «same strike price»

for Nifty50 in the month of January, at the strike price of 7000, the volume of put options was 28,273 for a day and on the same day with same strike price and same expiry date, the volume of call options was 88,220.

One simultaneously opens a long and a short option position on an asset with different expiration dates, but the same strike price.

Dell was using options as a way to be «long» its own stock without shelling out much cash (buying a call and selling a put at the same strike price is an «equivalent long position», as option traders would say).

This is the same expiration and the same strike price as the call example above, but this contract is a put.

This is when you write a call and buy a put at the same strike price.

A straddle is an options strategy in which the investor holds a position in both a call and put with the same strike price and expiration date, paying both premiums.

A synthetic short futures is created by combining a long put and a short call with the same expiration date and the same strike price.

A synthetic long futures position is created by combining a long call option and a short put option for the same expiration date and the same strike price.

Horizontal Spread The purchase of either a call or put option and the simultaneous sale of the same type of option with typically the same strike price but with a different expiration month.

For example, if two call options have the same strike price but different expiration dates, the one with the furthest date would cost more.

Calendar spreads are created by purchasing a long - term put option and selling a shorter - term put option at the same strike price.

A call option with a strike price of $ 50 is priced at $ 3, and a put option with the same strike price is also priced at $ 3.

Both options must have the same strike price and expiration date.

In the options world, a straddle typically involves buying a call and a put at the same strike price.

Dell was using options as a way to be «long» its own stock without shelling out much cash (buying a call and selling a put at the same strike price is an «equivalent long position», as option traders would say).

Next, you can initiate a straddle (you buy a call and a put with the same strike price and date).

According to the Black - Scholes model, an option on an LETF with leverage factor ℓ ⩾ 1 should have the same price as an option on an ILETF with leverage factor (− ℓ) if both options share the same strike price and expiration — if these ETFs share the same underlying index.5 This is intuitive because, in risk - neutral valuation, the only difference between the evolution of the LETF or ILETF is the leverage factor that proportionally increases the volatility.

The options on the bought - out company will change to options on the buyer stock at the same strike price, but for a different number of shares.

The basic equation that describes an underlying and its options is: Owning one call option and selling one put option (with the same strike price and expiration date) is equivalent to owning 100 shares of stock.

With a spot price of $ 5,750.00, I am long addition Bitcoin with 2x the size in put options, with the same strike price.