010909 TOP 2

 

 

Type	Strike	Expiration	Quantity	Price	Investment	NetMargin	ImpliedVolatility	Delta	Gamma	Vega	Theta	Volatility
Short Call	4600.0000	09/24/2009	1	166.5500	0.0000	166.5500	32.4359	-0.5576	-0.0011	-4.4887	3.6145	32.4359
Short Put	4800.0000	09/24/2009	1	259.8000	925.0700	1184.8700	36.2420	0.6328	-0.0009	-4.2823	3.1036	36.2420

 

Criteria	Price	Change	Prob	Total	TotalPrc	MonthlyPrc
Total Investment				925.0700
Total Debit				-426.3500
Maximum Profit Potential	4600.0000	-0.0055	0.4817	226.3500	24.47%	33.70%
Maximum Loss Risk	Infinity	Infinity		-Infinity
Upper Protection	5026.3505	0.0867	0.2440	-0.0005
Return if Unchanged	4625.3500	0.0000		226.3500	24.47%	33.70%
Current Return				0.0000	0.00%	0.00%
Lower Protection	4373.6498	-0.0544	0.3204	-0.0002

 

4400 TO 4600 PROFIT 1 TO 226

4600 TO 4800 PROFIT FIX 226

4800 TO 5026 PROFIT FROM 226 TO 1

 

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