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Box Spread

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Text Comments (26)
Antoine Duperre Donia (1 month ago)
So basically box spreads are useless? thats what i took from this explaination
tkeus991 (1 month ago)
literally cannot go tits up
ElPaisa (2 months ago)
Feeding my autism
lobsterfreak89 (2 months ago)
Where's -$57,000 on that graph?
Gabe H. (2 months ago)
Greg Smith (2 months ago)
Anyone else here due to u/1R0NYMAN's -1800% return?
sadman sakib (2 months ago)
lol yeah
Bob Grueneberg (2 months ago)
That makes sense, good explanation +Mlogan11
Ambuck G (2 months ago)
RobinHood sold all of his options/assigned contracts
Gabe H. (2 months ago)
Tensor Trading Group (2 months ago)
i think thats the Robinhoods fukup. They shouldnt allow this type of a trade or at least set the proper margin requirements.... same thing could have happened with a call spread or a put spread or any other option strategy that involves buying and selling options... in general I dont think its his fault that robin hood excerised half of his position and left the other half unexcersised
Christopher King (1 year ago)
Do I have to wait for the exercised date or I could just open and closed the position, since the time has no effect on the gain, which is risk free.
Ronald Moy (1 year ago)
If you exercise early, the graph will look different because the positions will have a time value. It will depend on the mispricing as to whether you can exercise early.
Mark Hoffman (3 years ago)
If you take the square root of a fly's left leg divided by the diameter of its right testicle and then multiply that by the width of its wings you have a funny looking fly. This is a formula with the same usefulness efface found in your video.
ElPaisa (1 month ago)
Brb, I'm quantifying this formula.
Tyler Vanzo (3 years ago)
How do you "short" the box?
Peter Dylan (1 year ago)
Buy a call and write a put at the higher exercise price; and Write a call and buy a put at the lower exercise price.
niketan kotadiya (4 years ago)
Box spread strategy is employed when there is significant violation of call-put parity relationship. we can have risk-less profit. when ever net debit is lower than spread at expiration we long the box and when ever net debit is higher than spread at expiration we short box. Assuming commissions are less than spread value minus net debit for long box and net credit minus spread value for short box.
Ronald Moy (4 years ago)
Thanks for pointing that out.

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