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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.
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