What is the SaberSystem?


The SaberSystem is a trading information system. It takes:

  • stock price
  • interest rate
  • four option prices (two strikes with one call and one put for each)

and gives:

  • potential increase and decrease in the stock price (till expiration)
  • potential profit of the options

The input screen below shows the sample stock ABC currently trading at $50. Interest rate is 4%; the expiration, one month hence. Strike 45 call and put is $9.10 and $3.95, respectively; strike 50, $5.80 and $5.60. Click on Stock Analysis or Options Analysis below to see the output.

 

© 2000 by Nasser Saber. All rights reserved. Patent pending.