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10.1% 103% 101% 52% 53% 95% 568% Spot AIM • 1M 2% 91% 9.6% •201% 11.3% 9.8% 105% -3.1% 7.1% 5.6% 102% 636% Son Amain Sfl M•nobe9 Ran LP Since the total return (price appreciation + dividends) on the SPX has been positive over the period studied (Dec-02 to Sep-13), the options strate
rmance of equity with various 36M calls rolled after 24M 260 240 • 220 • 200 • 180 160 140 —Equity Outright ATM Spread. ATM - 6% —Spread. ATM • 2% —Spread. ATM - 1M 2% Dei>04 Smarr: ones. Rank Mamba, Wan:et. Cleo-06 DecOS Dec-10 No-12 In the following section we show results for only
10.1% 103% 101% 52% 53% 95% 568% Spot AIM • 1M 2% 91% 9.6% •201% 11.3% 9.8% 105% -3.1% 7.1% 5.6% 102% 636% Son Amain Sfl M•nobe9 Ran LP Since the total return (price appreciation + dividends) on the SPX has been positive over the period studied (Dec-02 to Sep-13), the options strate
rmance of equity with various 36M calls rolled after 24M 260 240 • 220 • 200 • 180 160 140 —Equity Outright ATM Spread. ATM - 6% —Spread. ATM • 2% —Spread. ATM - 1M 2% Dei>04 Smarr: ones. Rank Mamba, Wan:et. Cleo-06 DecOS Dec-10 No-12 In the following section we show results for only
10.1% 103% 101% 52% 53% 95% 568% Spot AIM • 1M 2% 91% 9.6% •201% 11.3% 9.8% 105% -3.1% 7.1% 5.6% 102% 636% Son Amain Sfl M•nobe9 Ran LP Since the total return (price appreciation + dividends) on the SPX has been positive over the period studied (Dec-02 to Sep-13), the options strate
rmance of equity with various 36M calls rolled after 24M 260 240 • 220 • 200 • 180 160 140 —Equity Outright ATM Spread. ATM - 6% —Spread. ATM • 2% —Spread. ATM - 1M 2% Dei>04 Smarr: ones. Rank Mamba, Wan:et. Cleo-06 DecOS Dec-10 No-12 In the following section we show results for only
Entities connected to both Ran LP and ATM •