Option Strategy Workbook

Today's Date
Expiry Date
26-Feb-15
18-Nov-11 -1196 Days to Expiry
Today's Date
Expiry Date
Stock Price
381.75
Stock Price
Strike Price
350.00
Strike Price
Option Price
46.70
Option Price
Number of contracts
Number of contracts
Total Premium
4,670.00
Break Even
396.70
Break Even
Time Value
14.95
Time Value
Intrinsic Value
31.75
Intrinsic Value
3.92%
% increase to break even

Maximum Loss
Maximum Gain
$ (4,670.00)
Unlimited
Ending Price
Gain per contract
Total Gain
Percentage Gain
Maximum Loss
Maximum Gain
450
$
$
Total Premium
53.30
5,330.00
114.13%
Ending Price
Gain per contract
Total Gain
Percentage Gain
26-Feb-15
Today's Date
Expiry Date
26-Feb-15
381.75
Stock Price
381.75
380.00
Strike Price
400.00
27.90
Option Price
18.25
1
$
2,790.00
Number of contracts
Total Premium
1,825.00
407.90
Break Even
418.25
26.15
Time Value
36.50
1.75
Intrinsic Value
(18.25)
6.85%
$ (2,790.00)
Unlimited
Maximum Loss
Maximum Gain
450
$
$
9.56%
$ (1,825.00)
Unlimited
Ending Price
42.10
4,210.00
Gain per contract

Total Gain
150.90%
Percentage Gain
450
$
$
31.75
3,175.00
173.97%
ys to Expiry
Today's Date
Expiry Date
26-Feb-15
Today's Date
18-Nov-11 -1196 Days to Expiry Expiry Date
26-Feb-15
18-Nov-11
Stock Price
381.75
Stock Price
381.75
Strike Price
350.00
Strike Price
380.00
Option Price
14.00
Option Price
24.75
Number of contracts
Number of contracts
Total Premium
$ 1,400.00
Total Premium
$ 2,475.00
Break Even
336.00
Break Even
355.25
Time Value
14.00
Time Value
24.75
Intrinsic Value
Intrinsic Value
% decrease to break even

Maximum Loss
Maximum Gain
Ending Price
Gain per contract
Total Gain
Percentage Gain
-11.98%
$ (1,400.00)
Unlimited
320
$
16.00
$ 1,600.00
114.29%

Maximum Loss
Maximum Gain
Ending Price
Gain per contract
Total Gain
Percentage Gain
-6.94%
$ (2,475.00)
Unlimited
320
$
35.25
$ 3,525.00
142.42%
Today's Date
-1196 Days to Expiry Expiry Date
26-Feb-15
Stock Price
381.75
Strike Price
400.00
Option Price
35.00
Number of contracts
Total Premium
$ 3,500.00
Break Even
365.00
Time Value
16.75
Intrinsic Value
18.25

Maximum Loss
Maximum Gain
Ending Price
Gain per contract
Total Gain
Percentage Gain
-4.39%
$ (3,500.00)
Unlimited
320
$
45.00
$ 4,500.00
128.57%
Today's Date
Expiry Date
26-Feb-15
15-Jul-11 -1322 Days to Expiry
Today's Date
Expiry Date
Stock Price
134.77
Stock Price
Strike Price
128.00
Strike Price
Option Price
8.20
Number of contracts
Option Price
Number of contracts
Total Premium
4,100.00
Break Even
136.20
Break Even
Time Value
1.43
Time Value
Intrinsic Value
6.77
Intrinsic Value
1.06%
Maximum Loss
Maximum Gain
Ending Price
Loss per contract
Total Loss
Percentage Loss
Total Premium
Unlimited
Maximum Loss
4,100.00
Maximum Gain
140
$
(3.80)
$ (1,900.00)
-46.34%
Ending Price
Gain per contract
Total Gain
Percentage Gain
26-Feb-15
Today's Date
Expiry Date
26-Feb-15
134.77
Stock Price
134.77
135.00
Strike Price
139.00
3.36
Option Price
1.52
5
$
1,680.00
Number of contracts
Total Premium
760.00
138.36
Break Even
140.52
3.59
Time Value
1.52
(0.23)
Intrinsic Value
2.66%
Unlimited
Maximum Loss
1,680.00
Maximum Gain
130
$
$
Ending Price
3.36
1,680.00
Loss per contract

Total Loss
100.00%
Percentage Loss
4.27%
Unlimited
$
760.00
145
$
(4.48)
$ (2,240.00)
-294.74%
ys to Expiry
Today's Date
Expiry Date
26-Feb-15
Today's Date
15-Jul-11 -1322 Days to Expiry Expiry Date
Stock Price
130.60
Stock Price
Strike Price
132.00
Strike Price
Option Price
2.26
Number of contracts
Option Price
Number of contracts
Total Premium
1,130.00
Break Even
129.74
Break Even
Time Value
0.86
Time Value
Intrinsic Value
1.40
Intrinsic Value
-0.66%
% Return if expired
1.71%
% Return p.a.
Maximum Loss
Maximum Gain
-0.47%
Unlimited
$
Ending Price
Loss per contract
Total Loss
Percentage Loss

% Return if expired
% Return p.a.
Maximum Loss
1,130.00
128
$
$
Total Premium
Maximum Gain
Ending Price
(1.74)
(870.00)
Loss per contract

Total Loss
-76.99%
Percentage Loss
26-Feb-15
Today's Date
26-Feb-15
134.77
Stock Price
134.77
135.00
Strike Price
135.00
4.31
Option Price
4.31
5
$
2,155.00
Number of contracts
Total Premium
2,155.00
130.69
Break Even
130.69
4.08
Time Value
4.08
0.23
Intrinsic Value
0.23
-3.03%
3.19%
-0.88%
Unlimited
$

% Return if expired
115
$
(15.69)
$ (7,845.00)
-364.04%
3.19%
% Return p.a.
Maximum Loss
2,155.00
-3.03%
Maximum Gain
-0.88%
Unlimited
$
Ending Price
Gain per contract
Total Gain
Percentage Gain
2,155.00
140
$
$
4.31
2,155.00
100.00%
ys to Expiry
Today's Date
Expiry Date
26-Feb-15
Today's Date
26-Feb-15
15-Jul-11
Stock Price
134.77
Stock Price
134.77
Strike Price
135
Strike Price
139
Option Premium
3.31
Option Premium
1.48
% Return if exercised
% Return p.a.
2.63%
-0.73%
% Return p.a.
4.24%
-1.17%
% Return if expired
% Return p.a.
2.46%
-0.68%
% Return if expired
% Return p.a.
1.10%
-0.30%
Breakeven
% decline to B/E
131.46
-2.46%
Breakeven
% decline to B/E
133.29
-1.10%
Number of Contracts
Total Premium rec'd
4
592.00
Number of Contracts
Total Premium rec'd
Ending Price
Loss per contract
Total Loss
Percentage Loss
4
1,324.00
130
$
$
Ending Price
(1.46)
(584.00)
Gain per contract

Total Gain
-1.08%
Percentage Gain
140
$
6.71
$ 2,684.00
4.98%
-1322 Days to Expiry
Today's Date
Expiry Date
26-Feb-15
20-May-11 -1378 Days to Expiry
Stock Price
134.77
Strike Price
139
Option Premium
0.21
% Return p.a.
3.29%
-0.87%
% Return if expired
% Return p.a.
0.16%
-0.04%
Breakeven
% decline to B/E
134.56
-0.16%
Number of Contracts
Total Premium rec'd
Ending Price
Loss per contract
Total Loss
Percentage Loss
4
84.00
128
$
$
(6.56)
(2,624.00)
-4.87%
Today's Date
Expiry Date
26-Feb-15
16-Sep-11 -1259 Days to Expiry
Stock Price
134.77
Strike Price
139
Option Premium
3.03
% Return p.a.
5.39%
-1.56%
% Return if expired
% Return p.a.
2.25%
-0.65%
Breakeven
% decline to B/E
131.74
-2.25%
Number of Contracts
Total Premium rec'd
Ending Price
Gain per contract
Total Gain
Percentage Gain
4
$ 1,212.00
135
$
3.26
$ 1,304.00
2.42%
Today's Date
26-Feb-15
Today's Date
Expiry Date
Expiry Date LEAP
17-Jun-11 -1350 Days to Expiry

16-Mar-12 -1077 Days to Expiry
Expiry Date
Expiry Date LEAP
Current Price
134.86
Strike Price LEAP
70
Current Price
Strike Price LEAP
Strike Price sold call
135
Option Premium LEAP
64.8
Option Premium LEAP
Option Premium sold call
2.44
Capital at Risk
6,236.00
Capital at Risk
% Return p.a.
3.98%
-1.08%
% Return p.a.
% Return if expired
% Return p.a.
3.77%
-1.02%
% Return if expired
% Return p.a.
Breakeven
% decline to B/E
132.42
-1.81%
Breakeven
% decline to B/E
4
976.00
Number of Contracts
Total Premium rec'd
Number of Contracts
Total Premium rec'd
COMPARISON WITH REGULAR COVERED CALL

Today's Date
Expiry Date
Current Price
26-Feb-15
134.86
COMPARISON WITH REGULAR CO

Today's Date
Expiry Date
Current Price
Strike Price
135
Strike Price
Option Premium
2.44
Option Premium
% Return p.a.
1.91%
-0.52%
% Return p.a.
% Return if expired
% Return p.a.
1.81%
-0.49%
% Return if expired
% Return p.a.
Breakeven
% decline to B/E
132.42
-1.81%
Breakeven
% decline to B/E
Number of Contracts
Total Premium rec'd
4
976.00
Number of Contracts
Total Premium rec'd
26-Feb-15
Today's Date
26-Feb-15

Expiry Date
Expiry Date LEAP
19-Aug-11 -1287 Days to Expiry

134.86
70
Strike Price LEAP
134.86
70
138
138
64.8
Option Premium LEAP
64.8
1.03
2.76
$ 6,377.00
Current Price
Capital at Risk
$ 6,204.00
6.44%
-1.74%
% Return p.a.
9.10%
-2.58%
1.59%
-0.43%
% Return if expired
% Return p.a.
4.26%
-1.21%
133.83
-0.76%
Breakeven
% decline to B/E
132.1
-2.05%
4
412.00
Number of Contracts
Total Premium rec'd
N WITH REGULAR COVERED CALL

26-Feb-15
134.86
4
$ 1,104.00

Today's Date
Expiry Date
Current Price
26-Feb-15
19-Aug-11 -1287 Days to Expiry
134.86
138
Strike Price
138
1.03
Option Premium
2.76
3.09%
-0.84%
% Return p.a.
4.37%
-1.24%
0.76%
-0.21%
% Return if expired
% Return p.a.
2.05%
-0.58%
133.83
-0.76%
Breakeven
% decline to B/E
132.1
-2.05%
COMPARIS
4
412.00
Number of Contracts
Total Premium rec'd
4
$ 1,104.00
Today's Date
26-Feb-15
Expiry Date
Expiry Date LEAP

Current Price
134.33
Strike Price LEAP
70
135
Option Premium LEAP
64.37

Capital at Risk
2.28
$ 6,772.00
% Return p.a.
4.58%
-1.27%
% Return if expired
% Return p.a.
3.54%
-0.98%
Breakeven
% decline to B/E
132.05
-1.70%
Number of Contracts
Total Premium rec'd
4
912.00

Today's Date
Expiry Date
Current Price
26-Feb-15
134.33
Strike Price
135
Option Premium
2.28
% Return p.a.
2.20%
-0.61%
% Return if expired
% Return p.a.
1.70%
-0.47%
Breakeven
% decline to B/E
132.05
-1.70%
Number of Contracts
Total Premium rec'd
4
912.00
Current Price
830
CONTRACTS =
BEAR PUT SPREAD
10
Bid
-3.61%
-3.01%
800
805
Ask
0.70
1.10
Midpoint
0.85
1.40
(5.00)
$
Current Price
CONTRACTS =
0.775
1.250
0.475
(475) <Max Loss
Max Gain> $
% Return>
4,525.00
952.63%
2400
BULL CALL SPREAD
2475
2480
Ask
3.50
2.80
Midpoint
3.60
2.90
(5.00)
$
Current Price
3.550
2.850
0.700
(350) <Max Loss
840
CONTRACTS =
Max Gain> $
% Return>
2,150.00
614.29%
BULL CALL SPREAD
20
860
875
0.25
0.10
(15.00)
$
Current Price
CONTRACTS =
Bid
2.38%
4.17%
Current Price
CONTRACTS =
Bid
3.13%
3.33%
Current Price
CONTRACTS =
(300) <Max Loss
Ask
Midpoint
0.30
0.15
0.275
0.125
0.150
Max Gain> $ 29,700.00

% Return>
9900.00%
Current Price
830
CONTRACTS =
BEAR PUT SPREAD
10
Bid
-3.01%
-2.41%
805
810
Ask
1.10
1.70
Midpoint
1.40
2.00
(5.00)
$
Current Price
CONTRACTS =
1.250
1.850
0.600
(600) <Max Loss
Max Gain> $
% Return>
4,400.00
733.33%
2400
BULL CALL SPREAD
5
Bid
3.33%
4.17%
2480
2500
Ask
2.80
1.90
Midpoint
2.90
2.00
(20.00)
$
Current Price
0.900
(450) <Max Loss
840
CONTRACTS =
2.850
1.950
Max Gain> $
% Return>
9,550.00
2122.22%
BULL CALL SPREAD
20
Bid
4.17%
4.76%
875
880
0.10
0.05
Ask
Midpoint
0.15
0.07
(5.00)
$
(130) <Max Loss
0.125
0.060
0.065
Max Gain> $
% Return>
9,870.00
7592.31%
Current Price
785 RUT
CONTRACTS =
BEAR CALL SPREAD
5
Bid
7.64%
8.28%
845
850
Ask
2.08
1.63
Midpoint
2.08
1.63
(5.00)
$
Current Price
CONTRACTS =
2.080
1.630
(2,275) <Max Loss
Max Gain> $
% Return>
648.15 RUT
BEAR CALL SPREAD
225.00
9.89%
Ask
2.75
2.00
Midpoint
3.40
2.35
(10.00)
$
Current Price
3.075
2.175
(9,100) <Max Loss
Max Gain> $
% Return>
900.00
9.89%
BEAR CALL SPREAD
40
60
62
0.24
0.06
Ask
Midpoint
0.27
0.08
(2.00)
$
Current Price
CONTRACTS =
Bid
9.09%
12.73%
-24.40%
-22.86%
0.900
55 CLF
CONTRACTS =
Current Price
CONTRACTS =
Bid
735
745
2.63%
8.34%
0.450
10
13.40%
14.94%
Current Price
CONTRACTS =
(7,260) <Max Loss
0.255
0.070
0.185
Max Gain> $
% Return>
740.00
10.19%
-22.17%
-18.55%
87.69 CLF
BEAR CALL SPREAD
2
Bid
90
95
Ask
4.02
2.37
Midpoint
4.02
2.37
4.020
2.370
(5.00)
$
1.650
(670) <Max Loss
648.15 RUT
Max Gain> $
% Return>
330.00
49.25%
BULL PUT SPREAD
10
Bid
490
500
Ask
4.00
4.50
Midpoint
4.30
4.90
4.150
4.700
(10.00)
$
0.550
(9,450) <Max Loss
55.25 CLF
Max Gain> $
% Return>
550.00
5.82%
BULL PUT SPREAD
40
Bid
43
45
0.11
0.19
Ask
Midpoint
0.13
0.21
(2.00)
$
(7,680) <Max Loss
0.120
0.200
0.080
Max Gain> $
% Return>
320.00
4.17%
Today's Date
Expiry Date
26-Feb-15
Today's Date
Expiry Date
Stock Price
121.30
Stock Price
Long Call Strike
119.00
Long Call Strike
Long Call Price
7.18
Short Calls
123.00
Short Calls Price
4.77
Long Call Price

Short Calls
Short Calls Price
Number of Long call

contracts
Number of Long call

contracts
Number of Short call

contracts

contracts
Premium
2.36 Credit
Premium
Total Premium
236.00 Credit
Total Premium
Upside Break Even
129.36
Upside Break Even
Downside Break Even
116.64
Downside Break Even
Upside Max Loss
Unlimited
Upside Max Loss
Downside Max Loss
236.00
Downside Max Loss
Maximum Gain
636.00
Maximum Gain
26-Feb-15
Today's Date
Expiry Date
26-Feb-15
43.00
Stock Price
43.00
40.00
Long Call Strike
40.00
4.00
Long Call Price
4.00
45.00
Short Calls
45.00
2.00
Short Calls Price
2.00
Number of Long call

contracts

contracts
Debit
Premium
Debit
Debit
Total Premium
Debit
50.00
Upside Break Even
50.00
40.00
Downside Break Even
40.00
Upside Max Loss
Unlimited
Downside Max Loss
Maximum Gain
Unlimited
$
$
500.00
500.00
ys to Expiry
Today's Date
Expiry Date
26-Feb-15
Today's Date
Expiry Date
Stock Price
121.30
Stock Price
Long Put Strike
123.00
Long Put Strike
Long Put Price
7.00
Short Puts
119.00
Short Puts Price
5.38
Long Put Price

Short Puts
Short Puts Price
Number of Long Put

contracts
Number of Long Put

contracts
Number of Short Put

contracts
Number of Short Put

contracts
Premium
3.76 Credit
Total Premium
376.00 Credit
Total Premium
Downside Break Even
111.24
Downside Break Even
Upside Break Even
126.76
Upside Break Even
Upside Max Loss
376.00
Upside Max Loss
Downside Max Loss
Unlimited
Downside Max Loss
Maximum Gain
Maximum Gain
776.00
Premium
26-Feb-15
Today's Date
Expiry Date
26-Feb-15
48.00
Stock Price
48.00
50.00
Long Put Strike
50.00
4.00
Long Put Price
4.00
45.00
Short Puts
45.00
2.00
Short Puts Price
2.00
Number of Long Put

contracts
Number of Short Put

contracts
Debit
Premium
Debit
Debit
Total Premium
Debit
40.00
Downside Break Even
40.00
50.00
Upside Break Even
50.00
Upside Max Loss
Unlimited
Downside Max Loss
Unlimited
Maximum Gain
500.00
500.00
ys to Expiry
Today's Date
Expiry Date
26-Feb-15
Today's Date
Expiry Date
Stock Price
121.30
Stock Price
Short Call Strike
119.00
Short Call Strike
Short Call Price
7.18
Long Calls
123.00
Long Calls Price
4.77
Short Call Price

Long Calls
Long Calls Price

contracts

contracts
Number of Long call

contracts
Number of Long call

contracts
Premium
(2.36) Debit
Premium
Total Premium
(236.00) Debit
Upside Break Even
129.36
Upside Break Even
Downside Break Even
116.64
Downside Break Even
Upside Max Gain
Unlimited
Upside Max Gain
Downside Max Gain
(236.00)
Downside Max Gain
Maximum Loss
(636.00)
Maximum Loss
Total Premium
26-Feb-15
Today's Date
Expiry Date
26-Feb-15
43.00
Stock Price
43.00
40.00
Short Call Strike
40.00
4.00
Short Call Price
4.00
45.00
Long Calls
45.00
2.00
Long Calls Price
2.00

contracts
Number of Long call

contracts
Debit
Premium
Debit
Debit
Total Premium
Debit
50.00
Upside Break Even
50.00
40.00
Downside Break Even
40.00
Upside Max Gain
Unlimited
Downside Max Gain
Maximum Loss
Unlimited
$
$
(500.00)
(500.00)
ys to Expiry
Today's Date
Expiry Date
26-Feb-15
Today's Date
Expiry Date
Stock Price
121.30
Stock Price
Short Put Strike
123.00
Short Put Strike
Short Put Price
7.00
Long Puts
119.00
Long Puts Price
5.38
Short Put Price

Long Puts
Long Puts Price
Number of Short Put

contracts
Number of Short Put

contracts
Number of Long Put

contracts
Number of Long Put

contracts
Premium
(3.76) Debit
Total Premium
(376.00) Debit
Upside Break Even
126.76
Upside Break Even
Downside Break Even
111.24
Downside Break Even
Upside Max Gain
(376.00)
Downside Max Gain
Unlimited
Downside Max Gain
Maximum Loss
Maximum Loss
(776.00)
Premium
Total Premium
Upside Max Gain
26-Feb-15
Today's Date
Expiry Date
26-Feb-15
48.00
Stock Price
48.00
50.00
Short Put Strike
50.00
4.00
Short Put Price
4.00
45.00
Long Puts
45.00
2.00
Long Puts Price
2.00
Number of Short Put

contracts
Number of Long Put

contracts
Debit
Premium
Debit
Debit
Total Premium
Debit
50.00
Upside Break Even
50.00
50.00
Downside Break Even
50.00
Upside Max Gain
Unlimited
Downside Max Gain
Unlimited
Maximum Loss
(500.00)
(500.00)
ys to Expiry
Today's Date
Expiry Date
26-Feb-15
Today's Date
Expiry Date
Stock Price
350.00
Stock Price
Put Strike Price
300.00
Put Strike Price
Put Option Price
5.70
Number of contracts
Put Option Price

Number of contracts
Total Premium
1,140.00
Option Delta
0.13
Position Delta
26.60
Position Delta
(27.00)
Shares to Sell
Shares to Sell
Net delta
(0.40)
Credit from sold shares
9,450.00
Ending Price
300
Total Premium
Option Delta
Net delta
Ending Price
Gain per option contract

Total Option Gain
$
$
5.70
1,140.00
Gain per option contract

Total Option Gain
Gain per share

Total Option Gain
$
$
50.00
1,350.00
Loss per share

Total Option Loss
Total Gain
2,490.00
Total Gain
26-Feb-15
Today's Date
Expiry Date
26-Feb-15
350.00
Stock Price
350.00
300.00
Put Strike Price
300.00
5.70
Put Option Price
5.70
2
$
1,140.00
0.13
1,140.00
Option Delta
0.13
26.60
Position Delta
26.60
(27.00)
Shares to Sell
(0.40)
9,450.00
350
$
$
$
Total Premium
$
$
Number of contracts
5.70
1,140.00
1,140.00
(27.00)
Net delta
(0.40)
9,450.00
Ending Price
280
Loss per option contract

Total Option Loss
$
(14.30)
$ (2,860.00)
Gain per share

Total Option Gain
$
$
70.00
1,890.00
Total Gain
(970.00)
ys to Expiry

Option Strategy Workbook

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Today's Date

% increase to break even

% increase to break even

% increase to break even

Gain per contract

% decrease to break even

% decrease to break even

% decrease to break even

% increase to break even

% increase to break even

% increase to break even

Loss per contract

% decrease to break even

% decrease to break even

Loss per contract

% decrease to break even

Gain per contract

-1322 Days to Expiry

17-Jun-11 -1350 Days to Expiry

Strike Price LEAP

Strike Price sold call

Strike Price sold call

Option Premium LEAP

Option Premium LEAP

Option Premium sold call

Option Premium sold call

COMPARISON WITH REGULAR COVERED CALL

COMPARISON WITH REGULAR CO

17-Jun-11 -1350 Days to Expiry

19-Aug-11 -1287 Days to Expiry

Strike Price LEAP

Strike Price sold call

Option Premium LEAP

Option Premium sold call

N WITH REGULAR COVERED CALL

COMPARISON WITH REGULAR COVERED CALL

15-Jul-11 -1322 Days to Expiry

Strike Price LEAP

Strike Price sold call

Option Premium LEAP

Option Premium sold call

COMPARISON WITH REGULAR COVERED CALL

BEAR PUT SPREAD

(475) <Max Loss

BULL CALL SPREAD

(350) <Max Loss

BULL CALL SPREAD

(300) <Max Loss

Max Gain> $ 29,700.00

BEAR PUT SPREAD

(600) <Max Loss

BULL CALL SPREAD

(450) <Max Loss

BULL CALL SPREAD

(130) <Max Loss

BEAR CALL SPREAD

(2,275) <Max Loss

BEAR CALL SPREAD

(9,100) <Max Loss

BEAR CALL SPREAD

(7,260) <Max Loss

BEAR CALL SPREAD

(670) <Max Loss

BULL PUT SPREAD