Starting Asset Price 1000 Futures Position Starting Value

Type Units Per Share

Options Details Futures 10 1000
Start Date 14-Mar-08
Option Expiration 28-Jun-08
Volatility 25%
Risk Free Rate 6%
Bid/Ask Spread -
desired options delta multiplier 1

Delta Neutral Hedging Strategy Premium Neutral Hedging Strategy

Type Units Strike Price Per Income (+) / Cost (-) Type Units Strike Price Per Income (+) / Cost (-)
Calls -10.00 1,000 #VALUE! #VALUE! Calls #VALUE! 1,000 #VALUE! #VALUE!
Puts 17.00 925 #VALUE! #VALUE! Puts #VALUE! 925 #VALUE! #VALUE!
#VALUE! #VALUE!

Delta Total Delta Gamma Vega Delta Total Delta Gamma Vega
Calls #VALUE! #VALUE! #VALUE! #VALUE! Calls #VALUE! #VALUE! #VALUE! #VALUE!
Puts #VALUE! #VALUE! #VALUE! #VALUE! Puts #VALUE! #VALUE! #VALUE! #VALUE!
#VALUE! #VALUE!

Resulting Price 950 Resulting Price 950

Units Resulting Price P&L UnitsResulting Price P&L

Futures 10.00 950 (50,000.00) 10.00 950 (50,000.00)
Calls -10.00 #VALUE! #VALUE! Calls #VALUE! #VALUE! #VALUE!
Puts 17.00 #VALUE! #VALUE! Puts #VALUE! #VALUE! #VALUE!
TOTAL #VALUE! TOTAL #VALUE!

GRAPH INPUTS
Lowest Price 925
Highest Price 1100
12.00 12.00

10.00
10.00

8.00
P&L 8.00

6.00
6.00

4.00
4.00

2.00

2.00
-
900 950 1000 1050 1100 1150
-
900 950 1000 1050 1100 1150
Price of Underlying

02/03/2017 11:00:48
 Options Calculators
DH2 Edition

Yellow cells are for inputs.

Black cells are calculated for you.
White cells are outputs.

If you know the price, but not the volatility, use this calculator.
Today 2/3/2017
Option Type P
Expiration 7/18/2009
Unadjusted Price $ 45.16
Strike Price $ 35.00
Years -7.555
Risk Free Rate 4.00%
Actual $ 10.60
Dividend Yield 0.70%
Implied Volatility #VALUE!

Option Greeks
Delta #VALUE!
Gamma #VALUE!
Theta #VALUE!
Vega #VALUE!
Rho #VALUE!
 Online Options Calculators
The Options Industry Council
Chicago Board Options Exchange
Ivolatility.com

volatility, use this calculator. If you know the volatility, but not the price, u
Today
P for Puts, C for Calls Option Type
Expiration
Unadjusted Price
Strike Price
Years
Risk Free Rate
Volatility
Dividend Yield
Premium

Option Greeks
Delta
Gamma
Theta
Vega
Rho
Calculators
try Council
ions Exchange

the volatility, but not the price, use this calculator.

2/3/2017
C P for Puts, C for Calls
7/18/2009
$ 45.16
$ 35.00
-7.555
4.00%
34.01%
0.70%
#VALUE!

#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!