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3 Decembor 2013 US Derivatives Spotlight Figure 9: Comparing performance under rising and falling markets: Equity vs. various 36M call option strategies rolle
ote that a 6% premium strategy targets tracing a strike that nets a total 6% premium for the specific maturity (not annualaall. Only the premium for the 1M 2% options are annualized: strices are chosen corresponding to 2%/12 premium. Please see the Appendix for an expanded table of all strategies studied
3 Decembor 2013 US Derivatives Spotlight Figure 9: Comparing performance under rising and falling markets: Equity vs. various 36M call option strategies rolle
ote that a 6% premium strategy targets tracing a strike that nets a total 6% premium for the specific maturity (not annualaall. Only the premium for the 1M 2% options are annualized: strices are chosen corresponding to 2%/12 premium. Please see the Appendix for an expanded table of all strategies studied
3 Decembor 2013 US Derivatives Spotlight Figure 9: Comparing performance under rising and falling markets: Equity vs. various 36M call option strategies rolle
ote that a 6% premium strategy targets tracing a strike that nets a total 6% premium for the specific maturity (not annualaall. Only the premium for the 1M 2% options are annualized: strices are chosen corresponding to 2%/12 premium. Please see the Appendix for an expanded table of all strategies studied
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