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This class is an abridged version of a lecture on options’ strategies that I usually give during my course (Investments, Mod III and IV).

You can find a copy of the syllabus that I used last Spring at this link.

You can also access a summary of my teaching evaluations for the past two years here and here.

This is the material that we are going to use today:

  • An options’ strategy pitched by Bloomberg last Spring (starts at about minute 1:40) external_link
    • The strategy deals with call options written on Marriott (MAR) stock
    • This specific strategy is called a spread
    • An Excel spreadsheet containing the data for this strategy excel_2007_logo_small
  • An options’ strategy pitched by the FT in Spring 2013 pdfsmalljpeg
    • The strategy deals with Blackberry (BBRY) stock
    • This specific strategy is called a straddle
    • An Excel spreadsheet containing the data for this strategy excel_2007_logo_small
  • Slides with some background information on options Logo_PowerPoint_22x22
  • Extra: what happens to an option if there is a stock split? external_link