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Terms in this set (19)
We have the SPX October 2100 Call tied to 2050 worth $25.00 with a 20 delta. The broker bids $26.00 tied to 2050 on a 30 delta and we sell 200 calls.
ES minis market is 2055 @ 2056.
What is the residual hedge with ES minis?
What is the residual hedge with SPX combos?
What is the residual hedge with SPY stock?
What is the new level of the trade?
Sell 40 ES minis at 2055,
Sell 20 combos,
Sell 20,000 SPY stock,
1.50 over
What is the multiplier on GC futures?
100
What is the multiplier on CL futures?
1000
What is the multiplier on BR futures?
1000
What is the multiplier on GLD stock?
1/10
What is the multiplier on SLV futures?
5,000
What is the multiplier on NQ minis? (Underlying NDX)
20
What is the multiplier on IWM stock? (Underlying RUT)
1/10
What is the multiplier on QQQ stock? (Underlying NDX)
1/40
What is the multiplier on TF minis? (Underlying RUT)
100
Hedge buying 200 10 delta puts with ES minis
Buy 40 minis
Hedge selling 200 35 delta puts with ES minis
Sell 140 minis
Hedge buying 100 40 delta calls with SPY stock
Sell 40000 SPY stock
Hedge selling 100 40 delta calls with SP futures
Buy 16 futures
Hedge buying 300 12 delta puts with ES minis
Buy 72 minis
Hedge selling 500 2 delta puts with ES minis
Sell 20 minis
Hedge buying 300 15 delta calls with SPY stock
Sell 45000 SPY stock
Hedge selling 200 40 delta calls with SP futures
Buy 32 futures
Chat buying 500 December 2016 1950 puts tied to 2078 on a 10 delta for $5.00, value of put in spreadbox is $5.20, 5,000 traded and order is filled
ZL 1950 puts I buy 500 of 5000 .20 under filled
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