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Delta: One of the more popular Greeks, Delta measures the option’s sensitivity to changes in the underlying asset’s price. As an example, let’s use IBM ($110.09) January call strikes: January 100 Call has Delta of 90.2, 110 Call is at 52.9, 125 Call is at 2.27. From this, you can see that the in-the-money call, the 100 Strike, had the highest Delta while the out-of-the-money 125 Call was the lowest.
Vega: This Greek measures the risks involved with gains or losses that come from changes in volatility. As an example, we turn again to our January IBM (underlying price still $110.09) Calls. The January 110 has Vega of 3.01, 105 strike is at 1.27 and 100 is at 0.49. As you can see, as the strikes go farther out-of-the-money, the Vega number is higher. This means that the father out-of-the-money strikes are at a higher risk when volatility falls.
Trading options can be a very risky investment strategy if you do not know how to full evaluate your potential candidates. If you are trading options without an understanding of the Greeks, then you are exposing yourself to big risks. It has been said that trading options without knowledge of the Greek indicators is like flying a plane without ever taking a lesson. Well this article is here to help you have a basic understanding of the Greeks and how you can use them to find profitable option trades. When you trade options you have to deal with price changes, volatility changes and time decay which could be against you or work for you. For instance, if you buy a put or call, you are at risk if the underlying price moves the opposite way, falling implied volatility (IV) and time decay. If you sold a put or call, your risks would be again prices moving against, you, rising implied volatility but time decay works in your favor.
The same is true for father out months. The 110 strike Call has higher Vega premiums as time goes farther out. This is why LEAP options carry high risks of falling due to volatility changes. However, they can also be very profitable. The bottom line is the Vega is used to determine your risk to changing volatility. Theta: This Greek measures the rate at which time decay is decaying. Theta is always negative because time decay is always decaying until the option finally expires. It is essential that you know what your Theta is before you trade because you could be putting yourself against the odds. If the January 110 Calls have a Theta of -7.58, that means it is losing $7.58 in time value every day. As expiration nears, the rate of decay increases. That is why farther out months have a slower rate of decay but that means you are facing premium risks from Delta and Vega. Ultimately, you must decide between rapid decay risk or volatility risk. This decision can be made based on your forecast for your trade. If you expecting a quick, rapid rise in the underlying price; buy closer months. If you are taking a longer term approach a LEAPs strategy may fit you.
Having an idea if your position is exposed to one of these risks is essential so that you may protect yourself from losses. That is where the three basic Greeks come in: Delta, Vega, Theta. Every option and option spread has their own Greek values that should match with the underlying market trend to give your strategy a better chance.
Matt has been trading for many years and is an experienced financial author. His main focus is the Forex market. Visit Matt on Google+.
The bottom line is that you have a basic understanding of the most essential Greeks. I advise you to do outside research to go more in depth in option Greeks before you begin trading. As you can see, understanding these indicators can mean profits or losses. Once you have these down, you will be able to detect low risk, higher reward scenarios in the options market.
One way traders interpret these Delta figures is as a probability percentage. For example, the 100 Call has a 90.2% chance of expiring in the money. The 110 Call has a 52.9% chance, the 125 a 2.27% chance. However, this assumption is based on the fact that the underlying security is not in a major trend.
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To use a specific version of llvm (we support 3.4, 3.8, and 4.0) specify the desired version explicitly via the conf-llvm package, e.g.,
Note: if you do not want to use baptop or utop, then you can execute the following in any OCaml top-level:
BAP also ships an interactive toplevel, aka REPL. This is a shell-like program that will interactively evaluate OCaml instructions and print the results. Just run:
OK, If the previous example doesn't make any sense to you, then you can try our Python bindings. Install them with pip install bap (you still need to install bap beforehand). Here is the same example, but in Python:
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Before we run it, let's go through the code. The counter object is a visitor that has a state consisting of a pair of counters. The first counter keeps track of the number of jmp terms, and the second counter is incremented every time we enter any term. The main function just runs the counter. Finally, we register it with the Project.register_pass' function. Later the function can be invoked from a command line, and it will get a project data structure, that contains all the information that was recovered from a binary.
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Fetching Stock Quotes using Research Pane
Great info! It has been a giant help at work. I found a use right off. BUT...I am unable to write a macro to run that automatically. My Excel version (I suppose) also does not allow the refresh flag. (Excel 2003 Prof Edition).
Bonus tip: If you want a company profile data for a particular stock (like company address, phone number, exchange codes, last year revenue) select the “Thomas Gale company profiles” instead.
Nice informative article. I learned something new today. Thanks.
Dont worry if you dont see the stock quote, that could be because your research type is set to either “all research books” or “thesaurus”, just click the drop-down and select “MSN Money Stock Quotes” – 2nd option from last (Excel remembers your selection, so next time you alt+click on a company code it automatically shows the stock quote) Once the quote is displayed in the research task pane, just click the “insert price” button to get the quote inserted in to your worksheet. Simple eh?
Please note that both this options work Excel 2003 and above.
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The capital measured here is officially known as Tier 1 capital, which includes money from common stock, retained earnings and perhaps some equity-like, nonredeemable preferred shares.
This is a bit confusing. When the leverage ratio increases to 5 percent, what that really means is that the ratio of debt to capital is decreased to 20:1, that is for every $20 of borrowed money a bank has to use $1 of capital to finance its assets. So the 6 percent ratio for FDIC-insured banks means that they have to use even more capital to finance their assets.
That said, regulators seizing a bank will seek to pay off creditors as best they can with the bank's assets. So a higher leverage ratio would reduce the ultimate loss from a bank defaulting on its obligations, which should mean that bank counterparties would be less fearful of seizure when a bank has a higher leverage ratio than a lower one.
How does a regulatory leverage ratio accomplish this?
Is bank capital like a rainy day fund?
No. It applies to the total mix of bank assets. Some loans will be funded with less capital, some with more. But the aggregate mix of capital and debt will have to hit or exceed the target.
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You can have the slug right after domain. However, using something as base has its own advantages. It tells users what kind of link it is. If you have a permalink structure where you use post or page title right after domain, then it will be hard for users to guess whether its a post/page or an affiliate link. You may also be using category/tag urls with no category/tag base like example.com/mycategory. Now if you create a category/tag for that particular product then this would cause conflict.
Link cloaking allows you to shorten these lengthy ugly link into branded URLs like these:
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Upon login, you will choose the profile POWER STOCK OPTIONS and enter the account number (02-xxxxxxx-40). Together with the password, you will be able to
Fill in the risk free interest rate(e.g. 4.75). For Volatility Period, enter the number of periods to use when calculating the volatility of the underlying equity instrument. The default value is 21 periods. For Periodicity, choose whether you would like to calculate volatility using Daily, Weekly, or Monthly data. Finally, choose which method to use when calculating volatility. The Extreme Value Method compares highs and lows for each period, while the Close to Close Method compares closes on consecutive periods. Click "OK" to close the window.
In order for the Options Analysis values to be calculated correctly, ensure that you have enough valid historical data for the underlying instrument. You may add IBM to the options quotepage by clicking the "Insert a Row" button on the quotepage toolbar. Type in "IBM" and press "Return". You can now double click on the IBM ticker symbol to view a chart on IBM. If you chose to calculate volatility based on 21 periods of daily data, then ensure you have 21 periods of valid data on IBM in your chart. If not, Investor/RT will have difficulty calculating the "greeks" values because they are all based on the volatility calculation. You must be set up to receive options data from your data service, and your data feed must be active. As quotes are received for each option, the analysis values will be calculated and updated in the quotepage. The resulting quotepage should resemble this:
Implied Volatility is calculated by inspecting the current option premium, and determining what the volatility should be in order to justify that premium. It is determined by plugging the actual option price into our Theoretical Value model and solving for volatility. This implied volatility can be compared to the historical volatility of the underlying in search of underpriced and overpriced options.
Vega is the sensitivity of an options price to a change in volatility. An option with a vega of 0.25 would gain 25 cents for each percentage point increase in volatility.
Go to Setup:Preferences, choose "Format Definition", and click "OK". Select "New Format" for the format name. Add the following Data Items(in the order shown below) to the right list box. Ticker Symbol, Name, Theoretical Value, Last, Implied Volatility, Volatility, Delta, Gamma, Theta, Vega, Rho, Lambda,Days to Expiration Choose "Save As", and type in the name "Options Format" and click "Save". Close the "Setup Formats" window.
Theta is also commonly referred to as time decay. It represents the options loss in theoretical value for each day the underlying price remains unchanged. An option with a theta of 0.10 would lose 10 cents each day provided the underlying does not move.
Options Delta is the rate of change of the theoretical value of an option with respect to its underlying. It is also defined as the probability that an option will finish in the money. Higher deltas (approaching 1.0) represent deep in-the-money options, and lower deltas (approaching 0.0) represent further out-of-the-money options. At-the-money options generally have deltas around 0.50, representing a 50% chance the contract will be in the money. This also represents the fact that if the underlying moves 1.0 point, the options should move 0.50.
Package Name: My DtsContainer inheritance test package
A DTSTransactionOption enumeration that indicates if this container can be part of transactions.
Package ID: 2C2FAA96-35BA-4C5E-A39A-C5D7D30A0D79
The following code example creates a Package, which is a class that inherits from DtsContainer. The Package shows the use of several inherited properties.
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One way we could expand the capabilities of either of these two counter circuits is to regard the Q’ outputs as another set of four binary bits. If we examine the pulse diagram for such a circuit, we see that the Q’ outputs generate a down-counting sequence, while the Q outputs generate an up-counting sequence:
As indicated by all the other arrows in the pulse diagram, each succeeding output bit is toggled by the action of the preceding bit transitioning from “high” (1) to “low” (0). This is the pattern necessary to generate an “up” count sequence.
In the previous section, we saw a circuit using one J-K flip-flop that counted backward in a two-bit binary sequence, from 11 to 10 to 01 to 00. Since it would be desirable to have a circuit that could count forward and not just backward, it would be worthwhile to examine a forward count sequence again and look for more patterns that might indicate how to build such a circuit.
With an active-low Enable input, the receiving circuit will respond to the binary count of the four-bit counter circuit only when the clock signal is “low.” As soon as the clock pulse goes “high,” the receiving circuit stops responding to the counter circuit’s output. Since the counter circuit is positive-edge triggered (as determined by the first flip-flop clock input), all the counting action takes place on the low-to-high transition of the clock signal, meaning that the receiving circuit will become disabled just before any toggling occurs on the counter circuit’s four output bits. The receiving circuit will not become enabled until the clock signal returns to a low state, which should be a long enough time after all rippling has ceased to be “safe” to allow the new count to have effect on the receiving circuit. The crucial parameter here is the clock signal’s “high” time: it must be at least as long as the maximum expected ripple period of the counter circuit. If not, the clock signal will prematurely enable the receiving circuit, while some rippling is still taking place.