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Option Terminology Assets Underlying Exchange-Traded Options - - PowerPoint PPT Presentation

Important Concepts Lecture 2.1: Structure of Options Markets and Assets underlying exchange-traded options Options terminology Basic Applications of Options Specifications of exchange-traded options Mechanics of trading Open


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Lecture 2.1: Structure of Options Markets and Basic Applications of Options

Nattawut Jenwittayaroje, PhD, CFA NIDA Business School National Institute of Development Administration

01135534: Financial Modelling

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Important Concepts

 Assets underlying exchange-traded options  Options terminology  Specifications of exchange-traded options  Mechanics of trading  Open interest and volume  Types of traders  Basic use of options

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Assets Underlying Exchange-Traded Options

 Stock options: A call or put on common stocks such as IBM, Microsoft and etc. They

are traded on CBOE, PHLX, AMEX, and Pacific Stock Exchange. They are American- style.

 Index options: A call or put based on a stock market index such as S&P 500, Nasdaq

100, SET 50. The two most popular are options on the S&P100 and S&P500 on the CBOE

 Interest Rate Options: Options are traded on T-notes, T-bonds, T-bills, and other debt

instruments.

 Foreign currency options The major exchange is PHLX. Offer both European and

American contracts on, e.g., Australian dollar, British pound, Canadian dollar, Euro, Yen, and Swiss franc.

 Futures options: in a futures option (or options on futures), the underlying asset is a

futures contract. The most actively traded futures options are the Treasury bond futures

  • ption traded on CBOT and the Eurodollar futures option traded on CME.

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Option Terminology

 In-the-money: produce “profits” if it were exercised now.  At-the-money: give “nothing” if it were exercised now.  Out-of-the-money: produce “losses” if it were exercised now. Call option In-the-money: S >X Out-of-the-money: S <X At-the-money: S = X Put option In-the-money: S <X Out-of-the-money: S >X At-the-money: S = X where S = underlying price, X = exercise price

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Option Terminology

 Option class – e.g., IBM calls are one class whereas IBM puts

are another class.

 Option series – an option series consists of all the options of a

given class with the same expiration date and strike price. In

  • ther words, an option series refers to a particular contract that

is traded, e.g., IBM 110 January calls, SET 50 December call with strike of 300.

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SET50 Index Options Contract Specifications

www.tfex.co.th at 1 Feb 13

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Specification of Exchange-Traded Options

 Underlying asset

 Individual stocks, stock indexes, currency, futures.

 Call or Put (option class)

 Call vs put

 European or American

 Can be exercised at any time (American), or at expiration only (European)

 Expiration date

 For example, the contract months for SET50 index options are the 3 nearest

consecutive months plus 1 quarterly month (previously March, June, September, and December).

 Strike price

 For SET50 index option, for each maturity, at least 2 in-the-money strikes, 2

  • ut-of-the-money strikes and 1 at-the-money strike.

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Specification of Exchange-Traded Options

 Contract Size

 For individual stock, one contract is for 100 shares of the stock.  Contract sizes for index options are specified by a multiplier; e.g.,

SET50 index option has a multiplier of 200. An investor who buys one contract actually buys exposure to 200 times the index.  Position and Exercise Limits

 Position limits define the maximum number of option contracts that a

trader can hold on one side of the market. Long call and short put –

  • bullish. Short call and long – bearish.

 The position limit is designed to prevent the market from being unduly

influenced by the activities of an individual trader or group of traders.  Cash Settlement

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Call and Put Options on SET 50 Index

SET 50 index: last traded = 977 www.tfex.co.th at 3 July 13

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Last: Last-traded price

Volume: A number

  • f

contracts traded

Open interest: The number

  • f
  • ption

contracts outstanding at any given in time.

Options Listing

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Ranges of exercise prices available.

The exercise prices have to bracket the stock price, so that, at any time, both in-the-money and out-of-the-money options will be listed.

Exercise prices for stock options generally are set at five-point intervals

For call options: the lower the exercise price (X), the higher the price of the calls

The right to purchase is valuable when the purchase (i.e., exercise) price is low.

For put options: the higher of the exercise price (X), the higher the price of the puts

The right to sell is valuable when the selling (i.e., exercise) price is high.

For call/put options: the longer the time to expiration, the higher the price of the

  • ptions

More applicable to American options

Options Listing

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Mechanics of Trading

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Open Interest and Volume

 Consider the following example on how to compute open interest and

volume.

Time Trading Activity Open Interest Volume Who are in the market? Jan 1 A buys 1 option and B sells 1

  • ption contract

Jan 2 C buys 5 option and D sells 5

  • ption contracts

Jan 3 A sells his 1 option and D buys 1

  • ption contract

Jan 4 E buys 5 option from C who sells 5 option contracts Jan 5 B buys 1 option from D who sells 1 option contracts

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Open Interest and Volume

 Consider the following example on how to compute open interest

and volume.

Time Trading Activity Open Interest Volume Who are in the market? Jan 1 A buys 1 option and B sells 1

  • ption contract

1 1 A(+1) : B(-1) Jan 2 C buys 5 option and D sells 5

  • ption contracts

6 5 A(+1), C(+5) : B(-1), D(-5) Jan 3 A sells his 1 option and D buys 1

  • ption contract

5 1 C(+5) : B(-1), D(-4) Jan 4 E buys 5 option from C who sells 5 option contracts 5 5 E(+5) : B(-1), D(-4) Jan 5 B buys 1 option from D who sells 1 option contracts 5 1 E(+5) : D(-5)

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Types of Traders in Derivative Markets

 Hedgers

 For example, an exporter who knows that a certain amount of foreign

currency will be received at a certain time in the future can hedge the foreign exchange risk by taking a short position in a forward contract. Similarly, an importer who knows that a certain amount of foreign currency will have to be bought at a certain future time can hedge by taking a long position in a forward contract.

 Speculators

 Whereas hedgers want to avoid an exposure to adverse movements in the

price of an asset, speculators often are the counterparty who wish to take a position in the price of that asset.

 Arbitrageurs

 Arbitrageurs involves locking in a profit by simultaneously entering into

transactions in two or more markets.

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Hedging Example

 An investor owns a share of PTT currently worth Bt300 per

  • share. A two- month put with a strike price of Bt295 costs
  • Bt3. The investor decides to hedge by buying a put option.
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Hedging Example

 Returns of a portfolio with a PTT share and one put option for various

scenarios of the PTT stock prices.

Stock Price 260 280 295 300 320 340 PTT profit/loss Put profit/loss Total profit/loss Total Return

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Hedging Example

 Returns of a portfolio with a PTT share and one put option for various

scenarios of the PTT stock prices.

Stock Price 260 280 295 300 320 340 PTT profit/loss

  • 40

(-13.3%)

  • 20

(-6.7%)

  • 5

(-1.7%) (0%) 20 (6.7%) 40 (13.3%) Put profit/loss +32 +12

  • 3
  • 3
  • 3
  • 3

Total profit/loss

  • 8
  • 8
  • 8
  • 3

+17 +37 Total Return

  • 2.6%
  • 2.6%
  • 2.6%
  • 1%

5.6% 12.3%

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Speculation Example

 An investor with $7,800 to invest feels that Exxon’s stock

price will increase over the next 3 months. The current stock price is $78 and the price of a 3-month call option with a strike

  • f 80 is $3

 What are the alternative strategies?

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Speculation Example

 Returns of investment for various scenarios of the Exxon stock price

Stock Price 60 70 78 80 90 100 Stock profit/loss Return Option profit/loss Return

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Speculation Example

 Returns of investment for various scenarios of the Exxon stock price

Stock Price 60 70 78 80 90 100 Stock profit/loss

  • 1,800
  • 800

200 1,200 2,200 Return

  • 23.1%
  • 10.3%

0% 2.6% 15.4% 28.2% Option profit/loss

  • 7,800
  • 7,800
  • 7,800
  • 7,800

18,200 44,200 Return

  • 100%
  • 100%
  • 100%
  • 100%

233% 566%