Options Strategies - Short strangle

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(%)
2850,00 -5,00 -39,57 78,49 38,92 28,02
2900,00 -3,33 10,43 78,49 88,92 64,01
2950,00 -1,67 60,43 78,49 138,92 100,00
3000,00 0,00 60,43 78,49 138,92 100,00
3050,00 1,67 60,43 78,49 138,92 100,00
3100,00 3,33 60,43 28,49 88,92 64,01
3150,00 5,00 60,43 -21,51 38,92 28,02
3200,00 6,67 60,43 -71,51 -11,08 -7,97
3250,00 8,33 60,43 -121,51 -61,08 -43,97
 
 

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