010909
FIX 207 PROFIT BELOW 4450.
4500 TO 4600 PROFIT 253
4600 TO 4828 PROFIT FROM 250 TO 1
| Type | Strike | Expiration | Quantity | Price | Investment | NetMargin | MktValue | ImpliedVolatility | Delta | Gamma | Vega | Theta | Volatility |
| Short Put | 4500.0000 | 09/24/2009 | 1 | 104.6500 | -54.6500 | 50.0000 | -104.6500 | 36.8795 | 0.3519 | -0.0009 | -4.2171 | 3.3046 | 36.8795 |
| Short Call | 4800.0000 | 09/24/2009 | 1 | 79.8500 | 750.4200 | 830.2700 | -79.8500 | 31.7669 | -0.3449 | -0.0010 | -4.1860 | 3.2155 | 31.7669 |
| Long Put | 4450.0000 | 09/24/2009 | 1 | 93.4000 | 93.4000 | 93.4000 | 93.4000 | 38.5847 | -0.3137 | 0.0008 | 4.0295 | -3.3280 | 38.5847 |
| Short Call | 4600.0000 | 09/24/2009 | 1 | 166.5500 | 925.0700 | 1091.6200 | -166.5500 | 32.4583 | -0.5575 | -0.0011 | -4.4859 | 3.6189 | 32.4583 |
| Criteria | Price | Change | Prob | Total | TotalPrc | MonthlyPrc |
| Total Investment | 1714.2400 | |||||
| Total Debit | -257.6500 | |||||
| Maximum Profit Potential | 4500.0000 | -0.0271 | 0.4093 | 257.6500 | 15.03% | 20.70% |
| Maximum Loss Risk | Infinity | Infinity | -Infinity | |||
| Upper Protection | 4828.8251 | 0.0440 | 0.3597 | -0.0002 | ||
| Return if Unchanged | 4625.3500 | 0.0000 | 232.3000 | 13.55% | 18.66% | |
| Current Return | 0.0000 | 0.00% | 0.00% |
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