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WOLFRAM|DEMONSTRATIONS PROJECT

Stock Option Strategies

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Stock Position
long
short
none
Initial Stock Price
32.74
option 1
call
put
position
long
short
none
price
4.15
strike
30
option 2
call
put
position
long
short
none
price
1.73
strike
36
option 3
call
put
position
long
short
none
price
1.73
strike
36
option 4
call
put
position
long
short
none
price
0.42
strike
42
Option 1at expiration
Option 2at expiration
Option 3at expiration
Option 4at expiration
Value ofStock Position
Value ofAll Positions
This Demonstration shows a wide variety of stock option strategies using current price information. Each strategy can include, as input, one stock position (long or short) and up to four stock option positions. The stock option positions can be long or short, and can use call options or put options. The Demonstration assumes the options have the same time to expiration. The input also includes initial stock price, price of options, and strike prices. The expiration values are plotted for each individual position and for all positions combined. The results are on a per-share basis. Mouse over the points to get numeric (per share) values. Students will find this Demonstration a useful tool for studying and comparing various stock option strategies while using current prices.
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