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Background
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Initial Position
Adjusted Price Risk
Hedge Scenario
Fractional Futures Hedge
Market Views - Yen
Option Scenarios I
Options Scenario II

One 
Two 
Three 
Four

Conclusions 
Team Members 
 

   
   Option Scenarios II

ONE

Synthetic Short Strangle


 
 

TWO

Synthetic Bull Spread


 

THREE

Synthetic Long Call


 

FOUR

Modified Butterfly Spread


 
 
 

Link to the Spreadsheet
 


 
Copyright © 1999 Sandeep Sahai