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Politics : Formerly About Advanced Micro Devices

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To: TimF who wrote (107888)4/26/2000 9:53:00 AM
From: that_crazy_doug  Read Replies (1) of 1574267
 
<< A couple of people posted about working on a program that would evaluate returns on options at different strike prices after imputing assumed price for the underlying stock at the time of option expiration. Did anyone actually write such a program? If so does it also compare just holding the stock rather then options? >>

I wrote such a program. It doesn't compare to holding stock (which wouldn't be entirely feasible for how it works)

What you do is enter in some strike prices, and the premiums of the options. Then you enter in a low and high range, and an interval, and it will show you what percentage each option will give you along that interval.

So if you enter Jan 100s, 110s, 120s, and a range of 100-300 with an interval of 10, it would show you every 10 bucks what percentage gain each option would have and allow you to see where the 110s are worth more than the 100s, and where the 120s are worth more than the 110s and how much more at the high point etc etc.

If you like I'll email you the source or the object (it's written in c, and should compile easily as it's only a few lines long and I didn't do anything too special).
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