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  • Model Trades: Aapl Us Equityaapl

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    rdixit2
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    The document shows a portfolio of model option trades on various stocks including CSCO, T, MO, AAPL, and APC. It lists details of the positions such as whether they are long or short, strike price, option type, and expiry date. It also provides metrics like implied volatility, vega, gamma, and theta for each trade. Additionally, it displays the opening stock price and quantity, opening option price and quantity, closing stock price and quantity, closing option price and quantity, resulting stock profit/loss and option profit/loss for each trade. Finally it summarizes the total daily profit/loss from both stock and option positions for two dates.

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    Model Trades

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    The document shows a portfolio of model option trades on various stocks including CSCO, T, MO, AAPL, and APC. It lists details of the positions such as whether they are long or short, strike price, option type, and expiry date. It also provides metrics like implied volatility, vega, gamma, and theta for each trade. Additionally, it displays the opening stock price and quantity, opening option price and quantity, closing stock price and quantity, closing option price and quantity, resulting stock profit/loss and option profit/loss for each trade. Finally it summarizes the total daily profit/loss from both stock and option positions for two dates.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    10 views4 pages

    Model Trades: Aapl Us Equityaapl

    Uploaded by

    rdixit2
    The document shows a portfolio of model option trades on various stocks including CSCO, T, MO, AAPL, and APC. It lists details of the positions such as whether they are long or short, strike price, option type, and expiry date. It also provides metrics like implied volatility, vega, gamma, and theta for each trade. Additionally, it displays the opening stock price and quantity, opening option price and quantity, closing stock price and quantity, closing option price and quantity, resulting stock profit/loss and option profit/loss for each trade. Finally it summarizes the total daily profit/loss from both stock and option positions for two dates.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 4

    Ticker

    IV
    CSCO US EQUITYCSCO
    T US EQUITY
    T
    MO US EQUITY MO
    AAPL US EQUITYAAPL
    APC US EQUITY APC

    Pos.
    short
    long
    long
    short
    short

    30 day iv
    29.5952
    16.535
    16.0261
    29.3979
    29.2638

    iv trade
    28.7
    15.8
    14.65
    30.15
    29

    strike
    23
    34.5
    36
    500
    97.5

    option type
    C
    C
    C
    C
    C

    expiry
    16-Nov
    8-Nov
    16-Nov
    16-Nov
    16-Nov

    vega
    0.0252
    0.332
    0.393
    0.5451
    0.1069

    Model Trades
    gamma
    0.0487
    0.1021
    0.0952
    0.495
    0.0498

    theta
    0.0127
    0.0119
    0.0099
    0.311
    0.0551

    delta
    0.45
    0.45
    0.45
    0.58
    0.5

    Trade OpenStock Price Stock Qty Option PriceOption Qty


    CSCO
    T
    MO
    AAPL
    APC

    22.67
    34.35
    35.72
    506.4
    97

    500
    -500
    -500
    600
    500

    0.59
    0.46
    0.47
    19.65
    2.89

    -10
    10
    10
    -10
    -10

    Trade CloseStock Price Stock Qty Option PriceOption Qty


    CSCO
    T
    MO
    AAPL
    APC

    23
    34.5
    35.96
    509.082
    96.41

    500
    -500
    -500
    600
    600

    0.71
    0.45
    0.55
    20.8
    2.635

    -10
    10
    10
    -10
    -10

    stock P&L option P&L


    165
    -120
    -75
    -10
    -120
    80
    1609.2
    -1150
    -295
    255

    1284.2

    -945

    Daily PnL stock P&L option P&L

    option P&L

    CSCO
    T
    MO

    0
    0
    0

    0
    0
    0

    Oct,17th

    339.2

    Daily PnL stock P&L option P&L


    CSCO
    T
    MO

    0
    0
    0

    0
    0
    0

    0
    Oct,18th

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