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Straddle Long Call Put Net Profit Price Premium Strike PricProfit Premium Strike PricProfit 50 -2 64 -2 -2 64 12 10 52 -2 64 -2 -2 64 10 8 54 -2 64 -2 -2 64 8 6 56 -2 64 -2 -2 64 6 4 58 -2 64 -2 -2 64 4 2 60 -2 64 -2 -2 64 2 0 62 -2 64 -2 -2 64 0 -2 64 -2 64 -2 -2 64 -2 -4 66 -2 64 0 -2 64 -2 -2 68 -2 64 2 -2 64 -2 0 70 -2 64 4 -2 64 -2 2 72 -2 64 6 -2 64 -2 4 50 52 54 56 58 60 62 64 66 68 70 72 -6 -4 -2 0 2 4 6 8 10 12 Net Profit Net Profit

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Sheet1Straddle LongCallPutNet ProfitPricePremiumStrike PriceProfitPremiumStrike PriceProfit50-264-2-264121052-264-2-26410854-264-2-2648656-264-2-2646458-264-2-2644260-264-2-2642062-264-2-2640-264-264-2-264-2-466-2640-264-2-268-2642-264-2070-2644-264-2272-2646-264-24

Sheet4Straddle ShortCallPutNet ProfitPricePremiumStrike PriceProfitPremiumStrike PriceProfit502642264-12-10522642264-10-8542642264-8-6562642264-6-4582642264-4-2602642264-2062264226402642642264246626402642268264-22642070264-42642-272264-62642-4

Sheet5Strangle LongCallPutNet ProfitPricePremiumStrike PriceProfitPremiumStrike PriceProfit50-266-2-26210852-266-2-2628654-266-2-2626456-266-2-2624258-266-2-2622060-266-2-2620-262-266-2-262-2-464-266-2-262-2-466-266-2-262-2-468-2660-262-2-270-2662-262-2072-2664-262-2274-2666-262-2476-2668-262-26

Sheet6Straddle ShortCallPutNet ProfitPricePremiumStrike PriceProfitPremiumStrike PriceProfit502662262-10-8522662262-8-6542662262-6-4562662262-4-2582662262-20602662262026226622622464266226224662662262246826602622270266-22622072266-42622-274266-62622-476266-82622-678266-102622-8

Sheet2A long butterfly position will make profit if the future volatility is lower than the implied volatility.

A long butterfly options strategy consists of the following options:

Long 1 call with a strike price of (X a) Short 2 calls with a strike price of X Long 1 call with a strike price of (X + a)

Long Call x-aLong call x+aShort call xShort call xNet profitPricePremiumStrike PriceProfitPremiumStrike PriceProfitPremiumStrike PriceProfitPremiumStrike PriceProfit75-590-5-4110-44.51004.54.51004.5080-590-5-4110-44.51004.54.51004.5085-590-5-4110-44.51004.54.51004.5090-590-5-4110-44.51004.54.51004.5095-5900-4110-44.51004.54.51004.55100-5905-4110-44.51004.54.51004.510105-59010-4110-44.5100-0.54.5100-0.55110-59015-4110-44.5100-5.54.5100-5.50115-59020-411014.5100-10.54.5100-10.50120-59025-411064.5100-15.54.5100-15.50125-59030-4110114.5100-20.54.5100-20.50130-59035-4110164.5100-25.54.5100-25.50135-59040-4110214.5100-30.54.5100-30.50

Sheet3Strip

call longPut Longput longPricePremiumStrike PriceProfitPremiumStrike PriceProfitPremiumStrike PriceProfitNet Profit70-10100-10-1010020-10100203075-10100-10-1010015-10100152080-10100-10-1010010-10100101085-10100-10-101005-101005090-10100-10-101000-101000-1095-10100-15-10100-5-10100-5-25100-10100-10-10100-10-10100-10-30105-10100-5-10100-10-10100-10-25110-101000-10100-10-10100-10-20115-101005-10100-10-10100-10-15120-1010010-10100-10-10100-10-10125-1010015-10100-10-10100-10-5130-1010020-10100-10-10100-100

Sheet7Strap

call longcall longput longPricePremiumStrike PriceProfitPremiumStrike PriceProfitPremiumStrike PriceProfitNet Profit70-10100-10-10100-10-1010020075-10100-10-10100-10-1010015-580-10100-10-10100-10-1010010-1085-10100-10-10100-10-101005-1590-10100-10-10100-10-101000-2095-10100-15-10100-10-10100-5-30100-10100-10-10100-10-10100-10-30105-10100-5-10100-5-10100-10-20110-101000-101000-10100-10-10115-101005-101005-10100-100120-1010010-1010010-10100-1010125-1010015-1010015-10100-1020130-1010020-1010020-10100-1030

Sheet8Covered Call

AssetSell Call Market PriceBuy PriceProfitPremiumStrike PriceProfitNet Profit70100-301011010-2075100-251011010-1580100-201011010-1085100-151011010-590100-101011010095100-5101101051001000101101010105100510110101511010010101101020115100151011052012010020101100201251002510110-5201301003010110-10201351003510110-15201401004010110-20201451004510110-2520

Sheet9Protective Put

Long PutMarket PriceBuying PricePremiumStrike PriceNet Profit4050-2.5552.54250-2.5552.54450-2.5552.54650-2.5552.54850-2.5552.55050-2.5552.55250-2.5552.55450-2.5552.55650-2.5553.55850-2.5555.56050-2.5557.56250-2.5559.56450-2.55511.56650-2.55513.5

Sheet10Bull Spread With Calls

Buy callSell CallNet profitMarket pricePremiumStrike Price ProfitPremiumStrike Price Profit70-790-751105-275-790-751105-280-790-751105-285-790-751105-290-790-751105-295-790-2511053100-7903511058105-79085110513110-790135110518115-790185110018120-790235110-518125-790285110-1018130-790335110-1518135-790385110-2018140-790435110-2518145-790485110-3018

Sheet11Bear Spread With Calls

Buy callSell CallNet profitMarket pricePremiumStrike Price ProfitPremiumStrike Price Profit70-5120-581008375-5120-581008380-5120-581008385-5120-581008390-5120-581008395-5120-5810083100-5120-5810083105-5120-581003-2110-5120-58100-2-7115-5120-58100-7-12120-5120-58100-12-17125-512008100-17-17130-512058100-22-17135-5120108100-27-17140-5120158100-32-17145-5120208100-37-17

Sheet12Bear Spread with Puts

Buy PutSell PutNet ProfitMarket PricePremiumStrike PriceProfitPremiumStrike PriceProfit150-7210535190-3518160-7210435190-2518170-7210335190-1518180-7210235190-518190-7210135190518200-72103519058210-7210-751905-2220-7210-751905-2230-7210-751905-2240-7210-751905-2250-7210-751905-2260-7210-751905-2270-7210-751905-2280-7210-751905-2

Sheet13Box Spread

Buy CallSell CallBuy PutSell PutNet ProfitMarket PricePremiumStrike PriceProfitPremiumStrike PriceProfitPremiumStrike PriceProfitPremiumStrike PriceProfit40-750-72602-760132.150-7.90.142-750-72602-760112.150-5.90.144-750-72602-76092.150-3.90.146-750-72602-76072.150-1.90.148-750-72602-76052.1500.10.150-750-72602-76032.1502.10.152-750-52602-76012.1502.10.154-750-32602-760-12.1502.10.156-750-12602-760-32.1502.10.158-75012602-760-52.1502.10.160-75032602-760-72.1502.10.162-75052600-760-72.1502.10.164-7507260-2-760-72.1502.10.1


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