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Options Trading Analysis and P&L Summary

The document shows a portfolio of model option trades on various stocks including CSCO, T, MO, AAPL, and APC. It lists details of the positions such as whether they are long or short, strike price, option type, and expiry date. It also provides metrics like implied volatility, vega, gamma, and theta for each trade. Additionally, it displays the opening stock price and quantity, opening option price and quantity, closing stock price and quantity, closing option price and quantity, resulting stock profit/loss and option profit/loss for each trade. Finally it summarizes the total daily profit/loss from both stock and option positions for two dates.

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rdixit2
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57 views4 pages

Options Trading Analysis and P&L Summary

The document shows a portfolio of model option trades on various stocks including CSCO, T, MO, AAPL, and APC. It lists details of the positions such as whether they are long or short, strike price, option type, and expiry date. It also provides metrics like implied volatility, vega, gamma, and theta for each trade. Additionally, it displays the opening stock price and quantity, opening option price and quantity, closing stock price and quantity, closing option price and quantity, resulting stock profit/loss and option profit/loss for each trade. Finally it summarizes the total daily profit/loss from both stock and option positions for two dates.

Uploaded by

rdixit2
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd

Ticker

IV
CSCO US EQUITYCSCO
T US EQUITY
T
MO US EQUITY MO
AAPL US EQUITYAAPL
APC US EQUITY APC

Pos.
short
long
long
short
short

30 day iv
29.5952
16.535
16.0261
29.3979
29.2638

iv trade
28.7
15.8
14.65
30.15
29

strike
23
34.5
36
500
97.5

option type
C
C
C
C
C

expiry
16-Nov
8-Nov
16-Nov
16-Nov
16-Nov

vega
0.0252
0.332
0.393
0.5451
0.1069

Model Trades
gamma
0.0487
0.1021
0.0952
0.495
0.0498

theta
0.0127
0.0119
0.0099
0.311
0.0551

delta
0.45
0.45
0.45
0.58
0.5

Trade OpenStock Price Stock Qty Option PriceOption Qty


CSCO
T
MO
AAPL
APC

22.67
34.35
35.72
506.4
97

500
-500
-500
600
500

0.59
0.46
0.47
19.65
2.89

-10
10
10
-10
-10

Trade CloseStock Price Stock Qty Option PriceOption Qty


CSCO
T
MO
AAPL
APC

23
34.5
35.96
509.082
96.41

500
-500
-500
600
600

0.71
0.45
0.55
20.8
2.635

-10
10
10
-10
-10

stock P&L option P&L


165
-120
-75
-10
-120
80
1609.2
-1150
-295
255

1284.2

-945

Daily PnL stock P&L option P&L

option P&L

CSCO
T
MO

0
0
0

0
0
0

Oct,17th

339.2

Daily PnL stock P&L option P&L


CSCO
T
MO

0
0
0

0
0
0

0
Oct,18th

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