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2
votes
1answer
126 views
How to calculate implied volatility and greeks in Bull Put Spread option strategy?
Ok, obviously I am buying lower strike put and selling higher strike put. What is the recommended volatility and greeks to consider in my trade?
Volatility:
Average volatility between both legs?
...
3
votes
4answers
677 views
How to calculate stock move probability based on option implied volatility and time to expiration? (Monte Carlo simulation)
I am looking for one line formula ideally in Excel to calculate stock move probability based on option implied volatility and time to expiration?
I have already found a few complex samples which took ...
8
votes
4answers
2k views
Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
What are the advantages/disadvantages of using the arithmetic Sharpe Ratio vs the geometric Sharpe Ratio? Is one more correct? Or is one better in certain circumstances?
-4
votes
1answer
42 views
*Easy* Calculating EPS [closed]
I have started teaching myself basic business stuff and have a question regarding calculating earnings per share.
Q:
[bunch of numbers for revenue, expenses...]
At the beginning of year: 80,000 ...
