Wednesday, January 26, 2011

Short term option comparison

Yesterday I longed ATM March call, around $3.18.
Should I choose ATM Feb call, I would get in at around $2.25.

March ATM call gain: $3.93 - $3.18 = 24%
Feb ATM call gain: $3.02 - $2.25 = 34%

10% is counted as insurance fee.

From misc

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