(续，附图）一个赚小钱但不会亏的组合?# Stock
s*e
1 楼
Here is the plot of the profit without considering fixed commission on the
expiration day. the $10 is the variable commission with the assumption you
pay addional $2.5per contract like scottrade. The fixed commission is ignored(like $7
for scottrade) since you basically can increase the shares of this
combination to dilute this fixed cost
payoff = (1.26-x)*100+max((x-2),0)*100 - max(3-x,0)*100 - 8 + 227 - 10
!!!However, this does not consider what happen if the put is excuted before
expiration d
expiration day. the $10 is the variable commission with the assumption you
pay addional $2.5per contract like scottrade. The fixed commission is ignored(like $7
for scottrade) since you basically can increase the shares of this
combination to dilute this fixed cost
payoff = (1.26-x)*100+max((x-2),0)*100 - max(3-x,0)*100 - 8 + 227 - 10
!!!However, this does not consider what happen if the put is excuted before
expiration d