Options Strategies - Short straddle

Underlying Price, S =  
EXERCISE PRICE, K 1 =  
EXERCISE PRICE, K 2 =  
INTEREST RATES (%), R =

Data

MATURITY (NUMBER OF DAYS), T =
 
VOLATILITY (%), EF =

Data

RATE OF RETURN (%), Q =

Data

Interval, I =
 
STRIKE PRICE VAR(%) -P(2950) -C(3050) Combine PERFORMANCE(%)
2500,00 -13,79 97,86 -310,07 -212,21 -113,00
2600,00 -10,34 97,86 -210,07 -112,21 -59,75
2700,00 -6,90 97,86 -110,07 -12,21 -6,50
2800,00 -3,45 97,86 -10,07 87,79 46,75
2900,00 0,00 97,86 89,93 187,79 100,00
3000,00 3,45 -2,14 89,93 87,79 46,75
3100,00 6,90 -102,14 89,93 -12,21 -6,50
3200,00 10,34 -202,14 89,93 -112,21 -59,75
3300,00 13,79 -302,14 89,93 -212,21 -113,00
 
 

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