Monday, August 17, 2009

StraddlesCalc Tool is Online, UCO and UNG Straddles for September

I am happy to report that our StraddlesCalc V2 tool is online. You can use it here.

The tool is a great way to see what are the maximum moves required for straddles and strangles, as well as to determine optimal position sizing for a given amount of invested dollars.

Examples from late today:

For UCO, September:

The above shows that the maximum move required is 19.77%, and that you should buy 13 calls and 11 puts for the $2k investment. This is the maximum move required for profitability. In general, the move will be smaller if the straddle is sold early.

For UNG, September:

For, December:, September:

This confirms that requires much lower premiums (liquidity is very low however), as posted earlier.

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