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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
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
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
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
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
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
Entities connected to both Ran LP and the 1M 2%