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Profit/loss by change in C September futures price
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1,750 1,400 1,050 700 350 0 350 700 1,050 21750
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35250 39750
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CBOT corn bull call spread option model Powered by Option Vue 6
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Now look at Figure 68 for the pro t and loss model on the bull call spread You can see that this model has both a limited risk and a limited pro t potential The total maximum pro t potential is the $1,550 we calculated previously, and the maximum risk is the net option premium spent on the position Also notice that the pro t and loss occurs slowly at intermediate time frames represented by the dashed and dotted lines This slow growth in premium is a result of the decreased delta of the spread This is a disadvantage of the bull call spread With the long 420 call having a delta of 584 percent and the short 470 call having a delta of 388 percent, the net long delta movement against the underlying futures is only 196 percent This delta will increase slowly as the 420 call becomes in the money; but the net gamma it is nearly completely offset meaning that the change in the delta will be very slow as the market moves higher The bull call spread will not return quick pro ts The spread is designed to allow time decay to work on the short call option premium through the remaining life of the option In the model you can see this delta effect in the intermediate time
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Advanced Options Trading
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lines Even if the underlying market was to gain a full $100 per bushel and both options were rmly in the money, the option spread would gain only around half the maximum pro t potential The bull call spread is designed for upward-trending or tradingrange markets with an upward tilt The advantage to the bull call spread is that the short call premium sold above the market has the potential to offset portions of two risk factors in the purchased option time decay and volatility risk If the market trends sideways, the short call will lose time value at a pace nearly equal to the long call position, at least to the point where the short call premium is exhausted The extrinsic value of the higher call option is reduced to a small amount prior to expiration from either negative market movement or time value decay The bull call spread is an excellent technique to use in volatile markets If a signi cant change in implied volatility were to occur, then the long and short call options would be affected in equal proportions to their respective vega, at least until the short call premium was exhausted When purchasing call options in a high volatility market that has the potential for a sharp decline in volatility, consider the bull call spread as an excellent tool A follow-up strategy to the bull call spread is that once the time decay has weakened the value of the short call option, it is possible to break the spread and purchase back the short call option This strategy leaves the long call outright with a reduced overall cost The pro t you obtain from buying back the short call option can be subtracted from the total premium of the purchased call option, and you can consider it a reduced cost long position that is free to gain if the market runs higher We normally recommend purchasing back low value or worthless short positions on bull call spreads because it improves the
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Basic Options Spreads 131
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potential of the trade should the market nally make a move or recover from a period of weakness that reduced the value of the short call option
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Bear Put Spreads
The bear put spread represents the opposing position to the bull call spread In the bear put spread we are purchasing a put option closer to the underlying market and selling a put option farther away in order to create a limited-risk short position We will use 30-year US Treasury bonds as an example, and, as with any short market position, your analysis should show a de nitive reason to be short the underlying The chart in Figure 69 shows risk in either direction, although the general bias would be negative in the long term Volatility is down-trending so selling uncovered option premium in this market may not be out of the question, but the safer bet at this point is to consider a limited-risk position Using the option chain in Figure 610, we can put together the bear put spread using the purchase of the June CBOT US Treasury bond 127 put option and the sale of the June CBOT
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