Overview
bull spreadbear spread
short straddle, short strangle
long straddle, long strangle
Sheet 1: bull spread
| 1. | Option transactions | |||||||||
| Rodzaj waloru | Crude oil | |||||||||
| Unit | Price in $ | |||||||||
| Strike price of long call | $/bbl (oil barrel) | 53.00 | ||||||||
| Strike price of short call | $/bbl (oil barrel) | 53.50 | ||||||||
| Wielkośc kontraktu | 100 | |||||||||
| 1.0% | Premium % of long call | 53.00 | ||||||||
| 0.7% | Premium % of short call | 37.45 | ||||||||
| bull spread | = long call + short call, | |||||||||
| Long call | Short call | |||||||||
| Price in the expiration date | transaction B/S | premium | sum | effect of option | transaction B/S | premium | sum | effect of option | Effect of strategy | |
| 50.88 | -212 | -53.00 | -265.00 | -53.00 | 262 | 37.45 | 299.45 | 37.45 | -15.55 | |
| 51.41 | -159 | -53.00 | -212.00 | -53.00 | 209 | 37.45 | 246.45 | 37.45 | -15.55 | |
| 51.94 | -106 | -53.00 | -159.00 | -53.00 | 156 | 37.45 | 193.45 | 37.45 | -15.55 | |
| 52.47 | -53.0000000000001 | -53.00 | -106.00 | -53.00 | 103 | 37.45 | 140.45 | 37.45 | -15.55 | |
| 53.00 | 0 | -53.00 | -53.00 | -53.00 | 50 | 37.45 | 87.45 | 37.45 | -15.55 | |
| 53.53 | 53.0000000000001 | -53.00 | 0.00 | 0.00 | -3.00000000000011 | 37.45 | 34.45 | 34.45 | 34.45 | |
| 54.06 | 106 | -53.00 | 53.00 | 53.00 | -56.0000000000002 | 37.45 | -18.55 | -18.55 | 34.45 | |
| 54.59 | 159 | -53.00 | 106.00 | 106.00 | -109 | 37.45 | -71.55 | -71.55 | 34.45 | |
| 55.12 | 212 | -53.00 | 159.00 | 159.00 | -162 | 37.45 | -124.55 | -124.55 | 34.45 | |
|
||||||||||
| Rodzaj waloru | Crude oil | |||||||||
| Unit | Price in $ | |||||||||
| Strike price of long put | $/bbl (oil barrel) | 53.00 | ||||||||
| Strike price of short put | $/bbl (oil barrel) | 53.53 | ||||||||
| Wielkośc kontraktu | 100 | |||||||||
| 0.5% | Premium % of long put | 26.50 | ||||||||
| 1.0% | Premium % of short put | 53.53 | ||||||||
| !B. | bull spread | = long put + short put, | ||||||||
| Long put | Short put | |||||||||
| Price in the expiration date | transaction B/S | premium | sum | effect of option | transaction B/S | premium | sum | effect of option | Effect of strategy | |
| 50.88 | 212 | -26.50 | 185.50 | 185.50 | -265 | 53.53 | -211.47 | -211.47 | -25.97 | |
| 51.41 | 159 | -26.50 | 132.50 | 132.50 | -212 | 53.53 | -158.47 | -158.47 | -25.97 | |
| 51.94 | 106 | -26.50 | 79.50 | 79.50 | -159 | 53.53 | -105.47 | -105.47 | -25.97 | |
| 52.47 | 53.0000000000001 | -26.50 | 26.50 | 26.50 | -106 | 53.53 | -52.47 | -52.47 | -25.97 | |
| 53.00 | 0 | -26.50 | -26.50 | -26.50 | -53.0000000000001 | 53.53 | 0.53 | 0.53 | -25.97 | |
| 53.53 | -53.0000000000001 | -26.50 | -79.50 | -26.50 | 0 | 53.53 | 53.53 | 53.53 | 27.03 | |
| 54.06 | -106 | -26.50 | -132.50 | -26.50 | 53.0000000000001 | 53.53 | 106.53 | 53.53 | 27.03 | |
| 54.59 | -159 | -26.50 | -185.50 | -26.50 | 106 | 53.53 | 159.53 | 53.53 | 27.03 | |
| 55.12 | -212 | -26.50 | -238.50 | -26.50 | 159 | 53.53 | 212.53 | 53.53 | 27.03 | |
Sheet 2: bear spread
| 2. | Option transactions | ||||||||||||
|
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| Rodzaj waloru | Crude oil | ||||||||||||
| Unit | Price in $ | ||||||||||||
| Strike price of long call | $/bbl (oil barrel) | 53.50 | |||||||||||
| Strike price of short call | $/bbl (oil barrel) | 53.00 | |||||||||||
| Wielkość kontraktu | 100 | ||||||||||||
| 0.5% | Premium % of long call | 26.75 | |||||||||||
| 1.0% | Premium % of short call | 53.00 | |||||||||||
| bear spread | = long call + short call, | ||||||||||||
| Long call | Short call | ||||||||||||
| Price in the expiration date | transaction B/S | premium | sum | effect of option | transaction B/S | premium | sum | effect of option | Effect of strategy | ||||
| 51.36 | -214 | -26.75 | -240.75 | -26.75 | 164 | 53.00 | 217.00 | 53.00 | 26.25 | ||||
| 51.90 | -160.5 | -26.75 | -187.25 | -26.75 | 110.5 | 53.00 | 163.50 | 53.00 | 26.25 | ||||
| 52.43 | -107 | -26.75 | -133.75 | -26.75 | 57 | 53.00 | 110.00 | 53.00 | 26.25 | ||||
| 52.97 | -53.4999999999997 | -26.75 | -80.25 | -26.75 | 3.49999999999966 | 53.00 | 56.50 | 53.00 | 26.25 | ||||
| 53.50 | 0 | -26.75 | -26.75 | -26.75 | -50 | 53.00 | 3.00 | 3.00 | -23.75 | ||||
| 54.04 | 53.4999999999997 | -26.75 | 26.75 | 26.75 | -103.5 | 53.00 | -50.50 | -50.50 | -23.75 | ||||
| 54.57 | 107 | -26.75 | 80.25 | 80.25 | -157 | 53.00 | -104.00 | -104.00 | -23.75 | ||||
| 55.11 | 160.5 | -26.75 | 133.75 | 133.75 | -210.5 | 53.00 | -157.50 | -157.50 | -23.75 | ||||
| 55.64 | 214 | -26.75 | 187.25 | 187.25 | -264 | 53.00 | -211.00 | -211.00 | -23.75 | ||||
|
|||||||||||||
| Rodzaj waloru | Crude oil | ||||||||||||
| Unit | Price in $ | ||||||||||||
| Strike price of long put | $/bbl (oil barrel) | 53.50 | |||||||||||
| Strike price of short put | $/bbl (oil barrel) | 53.00 | |||||||||||
| Wielkośc kontraktu | 100 | ||||||||||||
| 1.0% | Premium % of long put | 53.50 | |||||||||||
| 0.7% | Premium % of short put | 37.10 | |||||||||||
| !B. | bear spread | = long put + short put, | |||||||||||
| Long put | Short put | ||||||||||||
| Price in the expiration date | transaction B/S | premium | sum | effect of option | transaction B/S | premium | sum | effect of option | Effect of strategy | ||||
| 51.36 | 214 | -53.50 | 160.50 | 160.50 | -164 | 37.10 | -126.90 | -126.90 | 33.60 | ||||
| 51.90 | 160.5 | -53.50 | 107.00 | 107.00 | -110.5 | 37.10 | -73.40 | -73.40 | 33.60 | ||||
| 52.43 | 107 | -53.50 | 53.50 | 53.50 | -57 | 37.10 | -19.90 | -19.90 | 33.60 | ||||
| 52.97 | 53.4999999999997 | -53.50 | 0.00 | 0.00 | -3.49999999999966 | 37.10 | 33.60 | 33.60 | 33.60 | ||||
| 53.50 | 0 | -53.50 | -53.50 | -53.50 | 50 | 37.10 | 87.10 | 37.10 | -16.40 | ||||
| 54.04 | -53.4999999999997 | -53.50 | -107.00 | -53.50 | 103.5 | 37.10 | 140.60 | 37.10 | -16.40 | ||||
| 54.57 | -107 | -53.50 | -160.50 | -53.50 | 157 | 37.10 | 194.10 | 37.10 | -16.40 | ||||
| 55.11 | -160.5 | -53.50 | -214.00 | -53.50 | 210.5 | 37.10 | 247.60 | 37.10 | -16.40 | ||||
| 55.64 | -214 | -53.50 | -267.50 | -53.50 | 264 | 37.10 | 301.10 | 37.10 | -16.40 | ||||
Sheet 3: short straddle, short strangle
| 3. | Rodzaj waloru | Crude oil | ||||||||||||||||||
| Unit | Price in $ | strike price of short call = strike price of short put | ||||||||||||||||||
| Strike price of short call | $/bbl (oil barrel) | 53.00 | mogą być rózne premie | |||||||||||||||||
| Strike price of short put | $/bbl (oil barrel) | 53.00 | 
|
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| Wielkośc kontraktu | 100 | |||||||||||||||||||
| 1.0% | Premium % of short call | 53.00 | ||||||||||||||||||
| 1.0% | Premium % of short put | 53.00 | ||||||||||||||||||
| short straddle | = short call + short put, | |||||||||||||||||||
| Short call | Short put | |||||||||||||||||||
| Price in the expiration date | transaction B/S | premium | sum | effect of option | transaction B/S | premium | sum | effect of option | Effect of strategy | |||||||||||
| 50.88 | 212 | 53.00 | 265.00 | 53.00 | -212 | 53.00 | -159.00 | -159.00 | -106.00 | |||||||||||
| 51.41 | 159 | 53.00 | 212.00 | 53.00 | -159 | 53.00 | -106.00 | -106.00 | -53.00 | |||||||||||
| 51.94 | 106 | 53.00 | 159.00 | 53.00 | -106 | 53.00 | -53.00 | -53.00 | 0.00 | |||||||||||
| 52.47 | 53.0000000000001 | 53.00 | 106.00 | 53.00 | -53.0000000000001 | 53.00 | 0.00 | 0.00 | 53.00 | |||||||||||
| 53.00 | 0 | 53.00 | 53.00 | 53.00 | 0 | 53.00 | 53.00 | 53.00 | 106.00 | |||||||||||
| 53.53 | -53.0000000000001 | 53.00 | 0.00 | 0.00 | 53.0000000000001 | 53.00 | 106.00 | 53.00 | 53.00 | |||||||||||
| 54.06 | -106 | 53.00 | -53.00 | -53.00 | 106 | 53.00 | 159.00 | 53.00 | 0.00 | |||||||||||
| 54.59 | -159 | 53.00 | -106.00 | -106.00 | 159 | 53.00 | 212.00 | 53.00 | -53.00 | |||||||||||
| 55.12 | -212 | 53.00 | -159.00 | -159.00 | 212 | 53.00 | 265.00 | 53.00 | -106.00 | |||||||||||
|
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| 4. | Rodzaj waloru | Crude oil | ||||||||||||||||||
| Unit | Price in $ | |||||||||||||||||||
| Strike price of short call | $/bbl (oil barrel) | 53.53 | ||||||||||||||||||
| Strike price of short put | $/bbl (oil barrel) | 53.00 | ||||||||||||||||||
| Wielkośc kontraktu | 100 | |||||||||||||||||||
| 1.0% | Premium % of short call | 53.53 | ||||||||||||||||||
| 1.0% | Premium % of short put | 53.00 | ||||||||||||||||||
| short strangle | = short call + short put, | |||||||||||||||||||
| Short call | Short put | |||||||||||||||||||
| Price in the expiration date | transaction B/S | premium | sum | effect of option | transaction B/S | premium | sum | effect of option | Effect of strategy | |||||||||||
| 51.39 | 214.12 | 53.53 | 267.65 | 53.53 | -161.12 | 53.00 | -108.12 | -108.12 | -54.59 | |||||||||||
| 51.92 | 160.59 | 53.53 | 214.12 | 53.53 | -107.59 | 53.00 | -54.59 | -54.59 | -1.06 | |||||||||||
| 52.46 | 107.06 | 53.53 | 160.59 | 53.53 | -54.0599999999998 | 53.00 | -1.06 | -1.06 | 52.47 | |||||||||||
| 52.99 | 53.5299999999999 | 53.53 | 107.06 | 53.53 | -0.529999999999831 | 53.00 | 52.47 | 52.47 | 106.00 | |||||||||||
| 53.53 | 0 | 53.53 | 53.53 | 53.53 | 53.0000000000001 | 53.00 | 106.00 | 53.00 | 106.53 | |||||||||||
| 54.07 | -53.5299999999999 | 53.53 | 0.00 | 0.00 | 106.53 | 53.00 | 159.53 | 53.00 | 53.00 | |||||||||||
| 54.60 | -107.06 | 53.53 | -53.53 | -53.53 | 160.06 | 53.00 | 213.06 | 53.00 | -0.53 | |||||||||||
| 55.14 | -160.59 | 53.53 | -107.06 | -107.06 | 213.59 | 53.00 | 266.59 | 53.00 | -54.06 | |||||||||||
| 55.67 | -214.12 | 53.53 | -160.59 | -160.59 | 267.12 | 53.00 | 320.12 | 53.00 | -107.59 | |||||||||||
Sheet 4: long straddle, long strangle
|
||||||||||
| 5. | Rodzaj waloru | Crude oil | ||||||||
| Unit | Price in $ | |||||||||
| Strike price of long call | $/bbl (oil barrel) | 53.00 | ||||||||
| Strike price of long put | $/bbl (oil barrel) | 53.00 | ||||||||
| Wielkośc kontraktu | 100 | |||||||||
| 1.0% | Premium % of long call | 53.00 | ||||||||
| 1.0% | Premium % of long put | 53.00 | ||||||||
| long straddle | = long call + long put, | |||||||||
| Long call | Long put | |||||||||
| Price in the expiration date | transaction B/S | premium | sum | effect of option | transaction B/S | premium | sum | effect of option | Effect of strategy | |
| 50.88 | -212 | -53.00 | -265.00 | -53.00 | 212 | -53.00 | 159.00 | 159.00 | 106.00 | |
| 51.41 | -159 | -53.00 | -212.00 | -53.00 | 159 | -53.00 | 106.00 | 106.00 | 53.00 | |
| 51.94 | -106 | -53.00 | -159.00 | -53.00 | 106 | -53.00 | 53.00 | 53.00 | 0.00 | |
| 52.47 | -53.0000000000001 | -53.00 | -106.00 | -53.00 | 53.0000000000001 | -53.00 | 0.00 | 0.00 | -53.00 | |
| 53.00 | 0 | -53.00 | -53.00 | -53.00 | 0 | -53.00 | -53.00 | -53.00 | -106.00 | |
| 53.53 | 53.0000000000001 | -53.00 | 0.00 | 0.00 | -53.0000000000001 | -53.00 | -106.00 | -53.00 | -53.00 | |
| 54.06 | 106 | -53.00 | 53.00 | 53.00 | -106 | -53.00 | -159.00 | -53.00 | 0.00 | |
| 54.59 | 159 | -53.00 | 106.00 | 106.00 | -159 | -53.00 | -212.00 | -53.00 | 53.00 | |
| 55.12 | 212 | -53.00 | 159.00 | 159.00 | -212 | -53.00 | -265.00 | -53.00 | 106.00 | |
|
||||||||||
| 6. | Rodzaj waloru | Crude oil | ||||||||
| Unit | Price in $ | |||||||||
| Strike price of long call | $/bbl (oil barrel) | 53.53 | ||||||||
| Strike price of long put | $/bbl (oil barrel) | 53.00 | ||||||||
| Wielkośc transakcji | 100 | |||||||||
| 1.0% | Premium % of long call | 53.53 | ||||||||
| 1.0% | Premium % of long put | 53.00 | ||||||||
| long strangle | =long call + long put, | |||||||||
| Long call | Long put | |||||||||
| Price in the expiration date | transaction B/S | premium | sum | effect of option | transaction B/S | premium | sum | effect of option | Effect of strategy | |
| 51.39 | -214.12 | -53.53 | -267.65 | -53.53 | 161.12 | -53.00 | 108.12 | 108.12 | 54.59 | |
| 51.92 | -160.59 | -53.53 | -214.12 | -53.53 | 107.59 | -53.00 | 54.59 | 54.59 | 1.06 | |
| 52.46 | -107.06 | -53.53 | -160.59 | -53.53 | 54.0599999999998 | -53.00 | 1.06 | 1.06 | -52.47 | |
| 52.99 | -53.5299999999999 | -53.53 | -107.06 | -53.53 | 0.529999999999831 | -53.00 | -52.47 | -52.47 | -106.00 | |
| 53.53 | 0 | -53.53 | -53.53 | -53.53 | -53.0000000000001 | -53.00 | -106.00 | -53.00 | -106.53 | |
| 54.07 | 53.5299999999999 | -53.53 | 0.00 | 0.00 | -106.53 | -53.00 | -159.53 | -53.00 | -53.00 | |
| 54.60 | 107.06 | -53.53 | 53.53 | 53.53 | -160.06 | -53.00 | -213.06 | -53.00 | 0.53 | |
| 55.14 | 160.59 | -53.53 | 107.06 | 107.06 | -213.59 | -53.00 | -266.59 | -53.00 | 54.06 | |
| 55.67 | 214.12 | -53.53 | 160.59 | 160.59 | -267.12 | -53.00 | -320.12 | -53.00 | 107.59 | |
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