Platinum   Optionetics Menu Login Markets Seminars Articles Portfolio Education Trading Books Optionetics Platinum Refer-a-Friend Investor Resources Employment Advertise Contact Us

Welcome Page | Edit My Searches | Recall Last Search | Create A Rank List | Edit My Trades | Email Us Platinum Stocks Create My Option Trade (Users Manual more...) Analyze a different Option Trade BEA Systems, Inc Your Trades: QCOM Low IV Bullish Call Vertical Spread DJX Option Combo IBM High IV Bullish Call Vertical Spread COMS Low IV Bullish: Long Call TXN High IV Bullish Call Vertical Spread Your Custom Stocks: QUALCOMM, Inc. Texas Instruments Incorporate Your trade name: Your trade creation date: (Must be a valid trading day!) Right chart x-axis COMBO PROFIT in dollars COMBO PRICE COMBO DELTA in eff. LONG x100 shares COMBO GAMMA in DELTAS gained/pt RISE of BEAS COMBO THETA in dollars gained/day COMBO VEGA in dollars gained/point rise in IV Start Date for left x-axis 12-03-98 12-04-98 12-07-98 12-08-98 12-09-98 12-10-98 12-11-98 12-14-98 12-15-98 12-16-98 12-17-98 12-18-98 12-21-98 12-22-98 12-23-98 12-24-98 12-28-98 12-29-98 12-30-98 12-31-98 01-04-99 01-05-99 01-06-99 01-07-99 01-08-99 01-11-99 01-12-99 01-14-99 01-15-99 01-19-99 01-20-99 01-21-99 01-22-99 01-25-99 01-26-99 01-27-99 01-28-99 01-29-99 02-01-99 02-02-99 02-03-99 02-04-99 02-05-99 02-08-99 02-09-99 02-10-99 02-11-99 02-12-99 02-16-99 02-17-99 02-18-99 02-19-99 02-22-99 02-23-99 02-24-99 02-25-99 02-26-99 03-01-99 03-02-99 03-04-99 03-05-99 03-08-99 03-09-99 03-10-99 03-11-99 03-12-99 03-15-99 03-16-99 03-17-99 03-18-99 03-19-99 03-22-99 03-23-99 03-24-99 03-25-99 03-26-99 03-29-99 03-30-99 03-31-99 04-01-99 04-05-99 04-06-99 04-07-99 04-08-99 04-09-99 04-12-99 04-13-99 04-14-99 04-15-99 04-16-99 04-19-99 04-20-99 04-21-99 04-22-99 04-23-99 04-26-99 04-27-99 04-28-99 04-29-99 04-30-99 05-03-99 05-04-99 05-05-99 05-06-99 05-07-99 05-10-99 05-11-99 05-12-99 05-13-99 05-14-99 05-17-99 05-18-99 05-19-99 05-20-99 05-21-99 05-24-99 05-25-99 05-26-99 05-27-99 05-28-99 06-01-99 Chart y-axis Price Volatility Chart y-axis plot limits: Upper Lower:

Quoted profit	Model profit	Quoted Price	Model price	Delta (Shares)	Gamma	Vega	Theta
$ -24.50	$ -65.92	8 5/8	8 3/16	25.7	6.9299	$ 10.97	$ -1.84

Statistical Volatility Estimate For Probability Calcs: %

Days Left to Exp.	Prob of Profit	Expected Profit	Odds of Success
132 days left	15.7%	$-118.60	0.2 to 1
66 days left	17.6%	$-179.76	0.3 to 1
0 days left,Expiration	22.6%	$-253.08	0.3 to 1

Green is current market conditions
Select Market price to get database closing prices, especially if you change the trade.
Select Purchase Price and input the price in the text box if you purchased the trade.

X Long Short JUN99 JUL99 SEP99 DEC99 BEAS Call Put @ Market Price Purchase Price Model Price 4.5 4.49931 Quote = 4 1/2, Model = 4 1/2, Delta = 62, IV = 70.8%, IV_EST = 70.8%, Volume = 5, OI = 11 Bid = 4 3/8, Ask = 4 5/8, Long Short JUN99 JUL99 SEP99 DEC99 BEAS Call Put @ Market Price Purchase Price Model Price 4.125 3.71147 Quote = 4 1/8, Model = 3 11/16, Delta = -36, IV = 78.1%, IV_EST = 70.8%, Volume = 5, OI = 62 Bid = 4, Ask = 4 1/4,

---

BEAS Put Call Ratio Numbers for 06-01-99

Call Volume	Put Volume	Put/Call Ratio	30 day Median Put/Call Ratio
84	144	1.714286	0.130279

---

Add a New Option or Underlying:

Long Short		JUN99 JUL99 SEP99 DEC99	BEAS		Call Put	@ market price purchase price model price
Long Short		JUN99 JUL99 SEP99 DEC99	BEAS		Call Put	@ market price purchase price model price
Long Short		JUN99 JUL99 SEP99 DEC99	BEAS		Call Put	@ market price purchase price model price
Long Short		JUN99 JUL99 SEP99 DEC99	BEAS		Call Put	@ market price purchase price model price
Long Short		x100	BEAS	Shares		@ market price purchase price model price

---

Choose a new BEAS combo on 06-01-99
Replace Current Combo with Append to Current Combo
Use: JUN99 17 days JUL99 45 days SEP99 108 days DEC99 199 days

Implied Volatility	Price (Table shows Probability of Profit at Expiration)
	Bullish	Neutral	Bearish
Low	Buy Call (29.5%) Buy Stock, Buy Put (30.3%) Call Vert Spread (DB) (32.4%) Put Vert Spread (CR) (32.4%) Sell ITM Call Fly (72.8%) Sell OTM Put Fly (66.9%) Buy OTM Call TSpread (38.9%) Buy ITM Put TSpread (38.7%)	Buy Straddle (21.4%) Buy Strangle (20.7%) Sell ATM Call Fly (24.7%) Sell ATM Put Fly (27.1%) Call Backspread (Bullish) (21.4%) Put Backspread (Bearish) (24.7%) Buy ATM Call TSpread (51.2%) Buy ATM Put TSpread (39.8%) Sell ATM Call TSpread (19.4%) Sell ATM Put TSpread (29.9%)	Buy Put (23.7%) Sell Stock, Buy Call (22.7%) Call Vert Spread (CR) (23.7%) Put Vert Spread (DB) (25.5%) Sell OTM Call Fly (57.1%) Sell ITM Put Fly (52.7%) Buy ITM Call TSpread (22.5%) Buy OTM Put TSpread (41.2%)
Mixed	Buy the Stock! Long Call, Short Put (46.3%)	Do not use this table	Sell the Stock! Long Put, Short Call (46.6%)
High	Sell Put (73.4%) Covered Call (74.4%) Call Vert Spread (DB) (73.4%) Put Vert Spread (CR) (70.3%) Buy OTM Call Fly (32.3%) Buy ITM Put Fly (35.5%) Sell ITM Call TSpread (77.5%) Sell OTM Put TSpread (31.1%)	Sell Straddle (71.5%) Sell Strangle (73.4%) Buy ATM Call Fly (64.6%) Buy ATM Put Fly (56.9%) Call Ratio Spread (71.5%) Put Ratio Spread (61.7%) Buy ATM Call TSpread (51.2%) Buy ATM Put TSpread (39.8%)	Sell Call (67.6%) Covered Put (66.6%) Call Vert Spread (CR) (62.5%) Put Vert Spread (DB) (60.4%) Buy ITM Call Fly (24.2%) Buy OTM Put Fly (27.5%) Sell OTM Call TSpread (50.4%) Sell ITM Put TSpread (36.5%)

Saves the Trade and Exits!