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发帖数: 432 | 1 Here is the plot of the profit without considering fixed commission on the
expiration day. the $10 is the variable commission with the assumption you
pay addional $2.5per contract like scottrade. The fixed commission is ignored(like $7
for scottrade) since you basically can increase the shares of this
combination to dilute this fixed cost
payoff = (1.26-x)*100+max((x-2),0)*100 - max(3-x,0)*100 - 8 + 227 - 10
!!!However, this does not consider what happen if the put is excuted before
expiration d |
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