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The terminal payoff has a value of $20 independent of the terminal value of the share price. The discounted value of the payoff is $19.60. Hence there is a nominal profit of 30 cents to be had by investing in the long box-spread.
SPX 141122P00019500. The above symbol represents a put on SPX, expiring on 11/22/2014, with a strike price of $19.50. LAMR 150117C00052500. The above symbol represents a call on LAMR, expiring on 1/17/2015, with a strike price of $52.50. The OCC option symbol can be mapped to other identifiers, such as a Financial Instrument Global Identifier ...
A typical option strategy involves the purchase / selling of at least 2-3 different options (with different strikes and / or time to expiry), and the value of such portfolio may change in a very complex way. One very useful way to analyze and understand the behavior of a certain option strategy is by drawing its Profit graph.
This is due to put–call parity: a long call plus a short put (a call minus a put) replicates a forward, which has delta equal to 1. If the value of delta for an option is known, one can calculate the value of the delta of the option of the same strike price, underlying and maturity but opposite right by subtracting 1 from a known call delta ...
The Options Price Reporting Authority (OPRA) oversees the Securities Information Processor (SIP) that provides last sale information and current options quotations from a committee of participant exchanges.
Prior to 2010, [1] standard equity option naming convention in North America, as used by the Options Clearing Corporation, was as follows: For example, an Apple Inc AAPL.O call option that would have expired in December 2007 at a $122.50 strike price would be displayed as APVLZ in old convention (AAPL071222C00122500 in new convention).