Find the break-even point (s), profitability, losses,overall delta position, overall gamma position, overall theta position...
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Finance
Find the break-even point (s), profitability, losses,overall delta position, overall gamma position, overall theta position and overall vega position for the following spread. ( this is the complete question given)
LONG STRADDLE
stock
strike
premium
50
call buy
50
5
put buy
50
5
call buy
put buy
net payoff
20
-5
25
20
21
-5
24
19
22
-5
23
18
23
-5
22
17
24
-5
21
16
25
-5
20
15
26
-5
19
14
27
-5
18
13
28
-5
17
12
29
-5
16
11
30
-5
15
10
31
-5
14
9
32
-5
13
8
33
-5
12
7
34
-5
11
6
35
-5
10
5
36
-5
9
4
37
-5
8
3
38
-5
7
2
39
-5
6
1
40
-5
5
0
41
-5
4
-1
42
-5
3
-2
43
-5
2
-3
44
-5
1
-4
45
-5
0
-5
46
-5
-1
-6
47
-5
-2
-7
48
-5
-3
-8
49
-5
-4
-9
50
-5
-5
-10
51
-4
-5
-9
52
-3
-5
-8
53
-2
-5
-7
54
-1
-5
-6
55
0
-5
-5
56
1
-5
-4
57
2
-5
-3
58
3
-5
-2
59
4
-5
-1
60
5
-5
0
61
6
-5
1
62
7
-5
2
63
8
-5
3
64
9
-5
4
65
10
-5
5
66
11
-5
6
67
12
-5
7
68
13
-5
8
69
14
-5
9
70
15
-5
10
71
16
-5
11
72
17
-5
12
73
18
-5
13
74
19
-5
14
75
20
-5
15
76
21
-5
16
77
22
-5
17
78
23
-5
18
79
24
-5
19
80
25
-5
20
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