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On Expansions for the SABR Model. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight.
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Changes. In order to create this Bear Call Credit Spread we would open the following two option shown below: Buy to open, RUT 10 contracts, 750 strike, January 2006 Call Sell to open, RUT 10 contracts, 740 strike, January 2006 Call Or alternatively written as: Buy 10, RUT 750 Jan 06 Call Sell 10, RUT 740 Jan 06 Call Or Alternatively written as: 10 RUT Jan 740750 Bear Call Spread Options RiskReward Graph courtesy of Optionetics Platinum Dissecting the name spread because it has 10 points between the buy leg and the sell leg.
The following is what Bob will report on his 2015 tax return: Employment income 3,000 (8-5 x 1,000 shares) Less: 50 deduction (1,500) (3,000 x 50) Net employment income 1,500 Proceeds from disposition of shares 20,000 Adjusted cost base of shares 8,000 Capital Gain 12,000 Taxable capital gain 6,000 Note, there is further planning available that can be done to eliminate the 12,000 in capital gains by utilizing Bob's lifetime capital gains exemption. 5 UG MoldWizard 4 UGS FEMAP 9.
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