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Horizontal spreads: These spreads contain options with the same underlying asset and strike prices, but the expiration date is in a different expiration month or contract month Diagonal spreads: These spreads are a combination of vertical and horizontal spreads Options in the diagonal spread will have the same underlying asset, but different strike prices and expiration dates Intermarket spreads: These spreads are combinations of option spreads in which options are used in different underlying markets An example would be a seasonal spread between corn and wheat This spread would normally be done on the underlying futures, but it can be accomplished with options positions Many of these spreads are not recognized as of cial spreads with respect to reduction of margin requirements for short options
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The basic covered call strategy is created by holding a long position in an underlying asset and selling the call premium against the position or by creating the position simultaneously by buying the underlying asset and selling the call premium in the same trade order This strategy was popular enough among professional traders to cause the CBOE to develop an index on the covered call strategy for the S&P 500 in 1986 This index is called the Buy Write Index In recent years it has gone from an option trader s strategy to a xed one-click strategy on many online trading platforms The covered call is a very commonly executed strategy among more advanced equity and derivatives traders
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The objective of the covered call is to bring premium against the cost basis of the underlying so as to improve pro tability and reduce risk Let s look at an example of a covered call strategy using Caterpillar, Inc (CAT) To keep things simple, we use a one-lot example, meaning 100 shares of CAT and a one-call option In actual trading, regardless of whether you are using 100 or 10,000 shares, the strategy remains the same other than that a high volume of options will be subject to liquidity and availability of options Furthermore, commission costs in equities will be divided by your commission rate per number of shares For our hypothetical trade let s assume that you ve completed your analysis and you ve decided to upgrade CAT from hold to buy Figure 61 shows the price history and volatility on a weekly basis You will notice a couple things from this weekly chart First Caterpillar has a small upward trend moving from the March 2009 low, volume has increased dramatically, and the market has strong statistical and implied volatility It is a nearly ideal condition for covered call trading in high volatility Hypothetically, let us assume a channel support of 2800 on the current daily chart and resistance at 3400 Let s look at the option chain (Figure 62) and put this trade together
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You can see in the gure that CAT stock is trading at 3215 and there are option chains displayed for May with 41 day remaining and August with 139 days remaining You will also see that implied volatility on both calls and puts is high with a slightly better IV in the May options than the August option If we were to purchase 100 shares of CAT at 3215, we would have a capital outlay of $3,215 plus costs of trading either in cash or cash and margin If we were to sell the May 33 call option against the purchase for $225, we would collect $225 minus costs of trading against the cash outlay for the purchase Our theoretical cost basis on the underlying has now been reduced to $2990 per share (not including the costs of trading on each) on our $3215 purchase To calculate your maximum pro t potential on a covered call position, we need to determine the distance between the current underlying and the short call strike price and then add the premium captured: Strike price underlying current price option premium maximum pro t $3300 $3215 $225 $310
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