Welcome to Advanced Analytics for the Individual Investor
Powered by iVolatility & Scott 'The-Strategist' Fullman

Our worksheets are designed to be easy to use and understand for those traders that are new to options yet flexible enough so that all traders can fully evaluate their strategies. All you have to do is type in the stock symbol, select the strike price and expiration and iVolatility does the rest. Our databases supply all the inputs to calculate what your returns would be at expiration under several different scenarios. You can add 'what if' prices, analyze results when trading on margin, and even adjust for commissions. Currently, we have worksheets for 4 of the most common option strategies (see below for descriptions).

Option Strategy Worksheets
Description
Naked Put Writing Analysis A bullish strategy whereby an investor sells puts, and is thereby obligated to buy the shares of the underlying stock - if the option is exercised. The investor earns the option premium and, if exercised, lowers the effective entry price of long stock position.
Covered Call Writing Analysis
A bullish strategy whereby an investor buys the underlying stock and sells an at-the-money or slightly out-of-money call option. The investor earns the premium, and is obligated to sell the underlying stock if the option is exercised. If option expires worthless, then the investor has lowered the effective entry level of the long underlying stock position.
Married/Protective Put Purchase AnalysisA defensive strategy whereby an investor buys the underlying stock and buys a put. In the event that the underlying stock price drops, the strike price of the put limits the investor's loss during the life of the of contract.
Equity Collar AnalysisA defensive low cost strategy whereby an investor buys the underlying stock, buys an out-of-the-money put and sells an out-of-the-money call. The long put position limits the possible losses in case of the underlying stock price drops and the short call reduces the net cost. However the possible profit is also limited by the call strike.


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