Strategy 1
If the stock price is $790, the short calls are assigned and the investor will forgo all profits above the strike price of $730.
Hence, any upside in the stock price above $730 is nullified by the short $730 call.
Capital Loss Incurred = 500,000 × ($730 – $750) = –$10,000,000
Option Premia Received = 500,000 × $3.41 = $1,705,000
Profit = –$10,000,000 + $1,705,000 = –$8,295,000
这个地方我不明白，请讲讲。
成本是750，降到 710.5， 涨到730，最后涨到790.
这过程中，Capital Loss Incurred = 500,000 × ($730 – $750) = –$10,000,000 是什么意思？
请问有没有讲解这个题的视频？
