The Mathematics of Options by Michael C. Thomsett

Author:Michael C. Thomsett
Language: eng
Format: epub
Publisher: Springer International Publishing, Cham

U underlying price

S strike price

P net premium received

L net loss

For example, writing deep OTM calls on Tesla (TSLA) for three expiration cycles are listed on Table 6.4.Table 6.4Short call OTM comparisons, Tesla (TSLA)—prepared by the author

Expiration and strikea

Bid

%

November 11

190

3.40

1.8

192.50

2.51

1.3

195

1.77

0.9

November 18

190

4.85

2.6

192.50

3.90

2.0

195

3.00

1.5

November 25

190

5.40

2.8

192.50

4.35

2.3

195

3.45

1.8

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