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I have the following options data. This is just a snippet but this data is available every day Period 30 to 720 and Out of the Money : 0 to 60 in increments of 5 I would like to compute short straddle return for each day. Its been a while since I used options and was wondering if someone could guide me

    ID  Symbol  TradeDate Period Strike_Price     Call_Put  Out_of_the_Money    IV  Delta
    2631442 A   17-Jul-17   30  12591.56            P        0             0.10793-0.49383
    2631443 A   17-Jul-17   30  12591.56            C        0             0.10738 0.50614
    2629567 A   14-Jul-17   30  12616.31            P        0             0.10864-0.49379
    2629568 A   14-Jul-17   30  12616.31            C        0             0.1074  0.50614
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closed as unclear what you're asking by amdopt, JejeBelfort, LocalVolatility, Bob Jansen Jul 26 '17 at 18:13

Please clarify your specific problem or add additional details to highlight exactly what you need. As it's currently written, it’s hard to tell exactly what you're asking. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.

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For starters, to calculate returns you need prices, which I don't see in your data. Second, while long options positions are trivial to calculate, short positions and spreads require margin deposit that depends on the product you trade, and your broker's risk policy.

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