Modules
European Option 2 Package Expiration Analysis
- Creator:
- byron
- Submitted:
- Apr 6 2006 at 1:34 pm
- Last Updated:
- Jun 20 2006 at 11:46 am
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Description
This module allows you to explore the value of two different European option packages which can include Puts, Calls, and Underlying positions.
Each package of options is evaluated over a profile of underlying prices and the resulting data sets are shown on an XY Graph.
You can adjust the time to expiration using the Slider "Add time to Expirations". This allows you to see in a dynamic fashion how the packages will perform over a third dimension of time to expiry. For example, if both packages have the value ".25" for the Years to Expiration parameter, then as you move the Slider from 0 to -.25, you will age the packages from today to expiration.