VICIF

	A	B	D	E	F	G	H	I	K	M	N	O	P	R	S	T	V	W
1	Enter data in yellow cells
2			VICif
3			VICif
4
5	Width	5		<--Width-->	5	2.5
6	Credit Each side	1		<--Credit Each side->	1									TRADE MATH
7				INTIAL TRADE										(A)	ONLY IC
8					LONG PUT	SHORT PUT	SHORT CALL	LONG CALL	CURRENT PRICE	LONG PUT	SHORT PUT	SHORT CALL	LONG CALL		R/R	R-factor
9				sample strikes	3920	3925			3950			3975	3980
10
11				Credit:		1						1		Max Proft	2	0.67
12				Risk		-3						-3		MAX RISK:	-3
13
14				ONE SIDE TESTED		(Put tested in this example)								(B)	IC & one tested side
15					LONG PUT	SHORT PUT	SHORT CALL	LONG CALL		LONG PUT	SHORT PUT	SHORT CALL	LONG CALL		R/R	R-factor	R/R	R-factor
16				sample strikes	3920	3925	3925	3930				3975	3980
17															In tested side		If end in non tested side
18				Credit:		1	2.5	<--Call hedge				1		TENT PEAK	4.5	9.00	4.5	0.82
19				Risk		-0.5						-5.5		MAX RISK:	-0.5		-5.5
20
21				BOTH SIDES TESTED
22					LONG PUT	SHORT PUT	SHORT CALL	LONG CALL		LONG PUT	SHORT PUT	SHORT CALL	LONG CALL	(C)	IC & both tested
23				sample strikes	3920	3925	3925	3930		3970	3975	3975	3980		R/R	R-factor
24
25				Credit:		1	2.5	<--Call hedge		Put hedge-->	2.5	1		TENT PEAK	0.5	0.17
26				Risk		-3						-3		MAX RISK:	-3
27
28					KEEP	3.5	All credits				All credits	3.5
29					LOSS	-1.5	loss on this IF				loss on this IF	-1.5
30						-1.5	loss on IF of other side				loss on IF of other side	-1.5
31						0.5	Peak gain of IF				Peak gain of IF	0.5
32
33				CALCULATIONS MEANT FOR SYMMETRICAL ICs and IFs ONLY
34				ALL CALCULATIONS ARE NOT YET VERIFIED
35				PROVIDED FOR INFORMATIONAL PUPROSES ONLY
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