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The Faded Neon is a complete overhaul mod for hoi4 set in an almost apocalyptic 1983. Spartakus - World in Revolution. The Great War was a time of death and suffering, but also set the right conditions for what philosophers such as Karl Marx could ve only dreamed of. Alternative Turkey Mod Only Turkish. Mod is currently only in Turkish. Kısaca hikayeye gelicek olursak oyuna yeni karakterler alternatif örn enver paşa gibi ve yeni ideolojiler kemalizm. The Gates of Versailles. Welcome to The Gates of Versailles The Gates of Versailles is a mod based on the scenario that The Napoelonic Wars end in a Stalemate.

The Ideologies. Better diplomacy. What my mod do Increased limits of relations from -100 ; 100 to -300 300. Returned boost popularity and stage coup to dimplomacy menu. Vanilla Formable Nations Patch For Beautiful States Reborn. This mod makes Vanilla Formable Nations Patch compatible with Beautiful States Reborn. Project Ulysses. Project Ulysses is an ambitious Hearts of Iron IV mod porting the map and universe from the Ace Combat series to the grand strategy gameplay of the Hearts.

Freiks Weird Technologies. My small Weird War mod were i want to include weird technologies like demons, mechas, flying ships, angels etc. into hearts of iron 4. This mod will eventually. Romania reworked. A rework for the Romanian state. Feel free to leave suggestions. Equestria at War. Equestria at War is a mod that tries to recreate the fantasy world of Equestria from My Little Pony franchise in a slightly darker setting with industrialization.

Lithuania 1936 HOIIV 1. 3 Hearts of Iron IV. Just simple update for 1. Darkest Hour. A massive expansion of base Hearts of Iron 4, Darkest hour offers a massive amount of features and gameplay changes to further expand upon the experience. - Project X Divergence. Imagine a world, a world where the cold war never occurred after the Second World War, a world where politics has branched off from what we know today.

Generic Focus Tree 1. 9 Compatible. All mod content was developed by Novout. This is 1930 RP mod its not the best but i will ubdate it I now aded some things to Lithuania and i will ubdate Lithuania more and then will look to ubdate. Hearts of Hungarians - A hungarian expansion mod. The Hungarian expansion mod RELASE DATE TBD This mod will contain An unique focus tree for Hungary, a new country, new states and some remade techs.

Hungarian Submod for Fuhrerreich Currently not working on it. This mod is not going to get relased yet. This mod is a submod for Fuhrerreich. In Fuhrerreich Hungary s focus. Hitlers Escape - 1945. This is a Hitler Simulator where you have to make important decisions everyday. January of 1945. You are Hitler. You can decide Leave Berlin. The Paraguay War. The biggest conflict in Latin America s history is about to go down.

The Paraguay War This Mod is a recreation and has a lot of historical inaccuracies. Better Indonesian Flag. I see a neat Indonesia alternate flag and that is better than paradox brings, not to mention ascetically and philosophy behind it fit. Spain A Nation Divided. Mod discontinued -- not at all compatible with latest version of HOI4.

The Bugs are highly make harder my work. Dunia Bharu. Dunia Bharu is a modification for the game Hearts of Iron IV that envisions a world in which the Malay Archipelago united and had blocked European path. No mods were found matching the criteria specified. We suggest you try the mod list with no filter applied, to browse all available. Add mod and help us achieve our mission of showcasing the best content from all developers.

Join now to share your own content, we welcome creators and consumers alike and look forward to your comments. Views Today. Hearts of Iron IV The Great War. The Great War is a WW1 total conversion for Hearts of Iron IV. It is important that you stick to the following outline for investing in each trade. 1 for the first trade. If you win this trade, continue making 1 trades. If you win this trade you will go back to step 1.

3 for your next trade. I f you win this trade, you will go back to step 1. 6 for your next trade. If you lose this trade, you will continue to step 4. 10 for your next trad e. If you lose this trade, you will stop trading for the day. If you have lost all of these trades, you have lost 20 from your balance and that is your daily limit for losses. If you lose this trade, you will continue to step 5. At this point you will stop trading for the day.

If you lose 20 during the day, you will stop. If you win 50 for the day you are done for that day. Do not trade anymore for the day. 2 for your next trade. Quiz Which Avengers Infinity War Character Are You. Quiz Which Disney Princess Are You. All the Trailers for Disney Movies Coming Out in 2019. Quiz Which Disney Princess Should Be Your BFF.

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Overview 10 Options Strategies To Know Covered Call Married Put Credit Spreads vs. Debit Spreads Straddles Strangles Iron Condors Butterfly Spreads. An options contract offers the buyer the opportunity to buy or sell depending on the type of contract they hold the underlying asset. Options are financial instruments that are derivatives based on the value of underlying securities such as stocks.

Unlike futures, the holder is not required to buy or sell the asset if they choose not to. Call options allow the holder to buy the asset at a stated price within a specific timeframe. Put options allow the holder to sell the asset at a stated price within a specific timeframe. Each option contract will have a specific expiration robô para opções binárias iq option by which the holder must exercise their option. The stated price on an option is known as the strike price. Options are typically bought and sold through online or retail brokers.

Options are financial derivatives that give buyers the right, but not the obligation, to buy or sell an underlying asset at an agreed-upon price and date. Call options and put options form the basis for a wide range of option strategies designed for hedging, income, or speculation. Although there are many opportunities to profit with options, investors should carefully weigh the risks.

Options are a versatile financial product. These contracts involve a buyer and a seller, where the buyer pays an options premium for the rights granted by the contract. Each call option has a bullish buyer and a bearish seller, while put options have a bearish buyer and a bullish seller. Options contracts usually represent 100 shares of the underlying security, and the buyer will pay a premium fee for each contract. For example, if an option has a premium of 35 cents per contract, buying one option would cost 35 0.

Another factor in the premium price is the expiration date. Just like with that carton of milk in the refrigerator, the expiration date indicates the day the option contract must be used. The underlying asset will determine the use-by date. For stocks, it is usually the third Friday of the contract s month. Traders and investors will buy and sell options for several reasons.

The premium is partially based on the strike price the price for buying or selling the security until the expiration date. Options speculation allows a trader to hold a leveraged position in an asset at a lower cost than buying shares of the asset. Investors will use options to hedge or reduce the risk exposure of their portfolio. In some cases, the option holder can generate income when they buy call options or become an options writer. Options are also one of the most direct ways to invest in oil.

For options traders, an option s daily trading volume and open interest are the two key numbers to watch in order to make the most well-informed investment decisions. American options can be exercised any time before the expiration date of the option, while European options can only be exercised on the expiration date or the exercise date. Options Risk Metrics The Greeks. The Greeks is a term used in the options market to describe the different dimensions of risk involved in taking an options position, either in a particular option or a portfolio of options.

These variables are called Greeks because they are typically associated with Greek symbols. Each risk variable is a result of an imperfect assumption or relationship of the option with another underlying variable. Traders use different Greek values, such as delta, theta, and others, to assess options risk and manage option portfolios. Overview Options Greeks Black Scholes Model Binomial Option Pricing Model Volatility Skew Understanding Synthetic Options.

Delta Δ represents the rate of change between the option s price and a 1 change in the underlying asset s price. Overview Essential Options Trading Guide Basics of Options Profitability Basics Of Option Price. Exercising means utilizing the right to buy or sell the underlying security. In other words, the price sensitivity of the option relative to the underlying. Delta of a call option has a range between zero and one, while the delta of a put option has a range between zero and negative one.

For example, assume an investor is long a call option with a delta of 0. Therefore, if the underlying stock increases by 1, the option s price would theoretically increase by 50 cents. For example if you purchase a standard American call option with a 0. 40 delta, you will need to sell 40 shares of stock to be fully hedged.

For options traders, delta also represents the robô para opções binárias iq option ratio for creating a delta-neutral position. Net delta for a portfolio of options can also be used to obtain the portfolio s hedge ration. A robô para opções binárias iq option common usage of an option s delta is it s current probability that it will expire in-the-money. For instance, a 0. 40 delta call option today has an implied 40 probability of finishing in-the-money.

Theta Θ represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option s time decay. Theta indicates the amount an option s price would decrease as the time to expiration decreases, all else equal. For example, assume an investor is long an option with a theta of -0. The option s price would decrease by 50 cents every day that passes, all else being equal.

Theta increases when options are at-the-money, and decreases when options are in- and out-of-the money. If three trading days pass, the option s value would theoretically decrease by 1. Options closer to expiration also have accelerating time decay. Long calls and long puts will usually have negative Theta; short calls and short puts will have positive Theta.

By comparison, an instrument whose value is not eroded by time, such as a stock, would have zero Theta. Gamma Γ represents the rate of change between an option s delta and the underlying asset s price. This is called second-order second-derivative price sensitivity. Gamma indicates the amount the delta would change given a 1 move in the underlying security.

For example, assume an investor is long one call option on hypothetical stock XYZ. The call option has a delta of 0. 50 and a gamma of 0. Therefore, if stock XYZ increases or decreases by 1, the call option s delta would increase or decrease by 0. Gamma is higher for options that are at-the-money and lower for options that are in- and out-of-the-money, and accelerates in magnitude as expiration approaches. Gamma is used to determine how stable an option s delta is higher gamma values indicate that delta could change dramatically in response to even small movements in the underlying s price.

Gamma values are generally smaller the further away from the date of expiration; options with longer expirations are less sensitive to delta changes. As expiration approaches, gamma values are typically larger, as price changes have more impact on gamma. Options traders may opt to not only hedge delta but also gamma in order to be delta-gamma neutral, meaning that as the underlying price moves, the delta will remain close to zero. This is the option s sensitivity to volatility.

Vega indicates the amount an option s price changes given a 1 change in implied volatility. Vega V represents the rate of change between an option s value and the underlying asset s implied volatility. 10 indicates the option s value is expected to change by 10 cents if the implied volatility changes by 1. Because increased volatility implies that the underlying instrument is more likely to experience extreme values, a rise in volatility will correspondingly increase the value of an option.

For example, an option with a Vega of 0. Vega is at its maximum for at-the-money options that have longer times until expiration. Conversely, a decrease in volatility will negatively affect the value of the option. Those familiar with the Greek language will point out that there is no actual Greek letter named vega. Rho p represents the rate of change between an option s value and a 1 change in the interest rate.

There are various theories about how this symbol, which resembles the Greek letter nu, found its way into stock-trading lingo. This measures sensitivity to the interest rate. For example, assume a call option has a rho of 0. 05 and a price of 1. If interest rates rise by 1the value of the call option would increase to 1. 30, all else being equal.

Rho is greatest for at-the-money options with long times until expiration. Minor Greeks. Some other Greeks, with aren t discussed as often, are lambda, epsilon, vomma, vera, speed, zomma, color, ultima. These Greeks are second- or third-derivatives of the pricing model and affect things such as the change in delta with a change in volatility and so on.

They are increasingly used in options trading strategies as computer software can quickly compute and account for these complex and sometimes esoteric risk factors. Risk and Profits From Buying Call Options. As mentioned earlier, the call options let the holder buy an underlying security at the stated strike price by the expiration date called the expiry. The risk to the call option buyer is limited to the premium paid. The holder has no obligation to buy the asset if they do not want to purchase the asset.

Fluctuations of the underlying stock have no impact. Call options buyers are bullish on a stock and believe the share price will rise above the strike price before the option s expiry. If the investor s bullish outlook is realized and the stock price increases above the strike price, the investor can exercise the option, buy the stock at the strike price, and immediately sell the stock at the current market price for a profit.

Their profit on this trade is the market share price less the strike share price plus the expense of the option the premium and any brokerage commission to place the orders. The result would be multiplied by the number of option contracts purchased, then multiplied by 100 assuming each contract represents 100 shares. However, if the underlying stock price does not move above the strike price by the expiration date, the option expires worthlessly.

The holder is not required to buy the shares but will lose the premium paid for the call. Risk and Profits From Selling Call Options. Selling call options is known as writing a contract. The writer receives the premium fee. In other words, an option buyer will pay the premium to the writer or seller of an option.

The maximum profit is the premium received when selling the option. An investor who sells a call option is bearish and believes the underlying stock s price will fall or remain relatively close to the option s strike price during the life of the option. If the prevailing market share price is at or below the strike price by expiry, the option expires worthlessly for the call buyer.

The option seller pockets the premium as their profit. The option is not exercised because the option buyer would not buy the stock at the strike price higher than or equal to the prevailing market price. However, if the market share price is more than the strike price at expiry, the seller of the option must sell the shares to an option buyer at that lower strike price. In other words, the seller must either sell shares from their portfolio holdings or buy the stock at the prevailing market price to sell to the call option buyer.

The contract writer incurs a loss. How large of a loss depends on the cost basis of the shares they must use to cover the option order, plus any brokerage order expenses, but less any premium they received. As you can see, the risk to the call writers is far greater than the risk exposure of call buyers. The call buyer only loses the premium. The writer faces infinite risk because the stock price could continue to rise increasing losses significantly.

Risk and Profits From Buying Put Options. Put options are investments where the buyer believes the underlying stock s market price will fall below the strike price on or before the expiration date of the option. Since buyers of put options want the stock price to decrease, the put option is profitable when the underlying stock s price is below the strike price. Once again, the holder can sell shares without the obligation to sell at the stated strike per share price by the stated date. If the prevailing market price is less than the strike price at expiry, the investor can exercise the put.

They will sell shares at the option s higher strike price. Should they wish to replace their holding of these shares they may buy them on the open market. Their profit on this trade is the strike price less the current market price, plus expenses the premium and any brokerage commission to place the orders. The value of holding a put option will increase as the underlying stock price decreases. Conversely, the value of the put option declines as the stock price increases.

The risk of buying put options is limited to the loss of the premium if the option expires worthlessly. Risk and Profits From Selling Put Options. Selling put options is also known as writing a contract. A put option writer believes the underlying stock s price will stay the same or increase over the life of the option making them bullish on the shares.

Here, the option buyer has the right to make the seller, buy shares of the underlying asset at the strike price on expiry. If the underlying stock s price closes above the strike price by the expiration date, the put option expires worthlessly. The writer s maximum profit is the premium. The option isn t exercised because the option buyer would not sell the stock at the lower strike share price when the market price is more.

However, if the stock s market value falls below the option strike price, the put option writer is obligated to buy shares of the underlying stock at the strike price. In other words, the put option will be exercised by the option buyer. The buyer will sell their shares at the strike price since it is higher than the stock s market value. The risk for the put option writer happens when the market s price falls below the strike price.

Now, at expiration, the seller is forced to purchase shares at the strike price. Depending on how much the shares have appreciated, the put writer s loss can be significant. The put writer the seller can either hold on to the shares and hope the stock price rises back above the purchase price or sell the shares and take the loss.

However, any loss is offset somewhat by the premium received. Sometimes an investor will write put options at a strike price that is where they see the shares being a good value and would be willing to buy at that price. When the price falls, and the option buyer exercises their option, they get the stock at the price they want, with the added benefit of receiving the option premium. The put option buyer can profit by selling stock at the strike price when the market price is below the strike price.

Option sellers receive a premium fee from the buyer for writing an option. A call option buyer has the right to buy assets at a price that is lower than the market when the stock s price is rising. In a falling market, the put option seller may be forced to buy the asset at the higher strike price than they would normally pay in the market. The call option writer faces infinite risk if the stock s price rises significantly and they are forced to buy shares at a high price.

Option buyers must pay an upfront premium to the writers of the option. Real World Example of an Option. Suppose that Microsoft MFST shares are trading at 108 per share and you believe that they are going to increase in value. You decide to buy a call option to benefit from an increase in the stock s price. You purchase one call option with a strike price of 115 for one month in the future for 37 cents per contact.

Your total cash outlay is 37 for the position, plus fees and commissions 0. If the stock rises to 116, your option will be worth 1, since you could exercise the option to acquire the stock for 115 per share and immediately resell it for 116 per share. The profit on the option position would be 170. 3 since you paid 37 cents and earned 1 that s much higher than the 7. In other words, the profit in dollar terms would be a net of 63 cents or 63 since one option contract represents 100 shares 1 - 0.

If the stock fell to 100, your option would expire worthlessly, and you would be out 37 premium. 4 increase in the underlying stock price from 108 to 116 at the time of expiry. The upside is that you didn t buy 100 shares at 108, which would have resulted in an 8 per share, or 800, total loss. As you can see, options can help limit your downside risk. Options spreads are strategies that use various combinations of buying and selling different options for a desired risk-return profile.

Spreads are constructed using vanilla options, and can take advantage of various scenarios such as high- or low-volatility environments, up- or down-moves, or anything in-between. Spread strategies, can be characterized by their payoff or visualizations of their profit-loss profile, such as bull call spreads or iron condors. See our piece on 10 common options spread strategies to learn more about things like covered calls, straddles, and calendar spreads.

Options for Rookies. Study Confirms What We Already Knew. The Performance of Options-Based Investment Strategies Evidence for Individual Stocks During 2003 2013. Using data from January, 2003, through August, 2013, we examine the relative performance of options-based investment strategies versus a buy-and-hold strategy in the underlying stock.

Specifically, using ten stocks widely held in 401 k plans, we examine monthly returns from five strategies that include a long stock position as one component long stock, covered call, protective put, collar, and covered combination. To compare performance we use four standard performance measures Sharpe ratio, Jensen s alpha, Treynor ratio, and Sortino ratio. Ignoring early exercise for simplicity, we find that the covered combination and covered call strategies generally outperform the long stock strategy, which in turn generally outperforms the collar and protective put strategies regardless of the performance measure considered.

These results hold for the entire period 2003 2013 and both sub-periods 2003 2007 and 2008 2013. The findings suggest that options-based strategies can be useful in improving the risk-return characteristics of a long equity portfolio. Inferences regarding superior or inferior performance are problematic, however, as the findings reflect the Leland 1999 critique of standard CAPM-based performance measures applied to option strategies.

Evidence charts based on data that goes back to 1986 that buy-write strategies BXM and put-writing strategies PUT outperform collar strategies CLL and simple buy and hold is widely distributed and well understood by experienced option traders. Those studies are based on index options and the study quoted above concentrates on individual stocks. But robô para opções binárias iq option conclusions are familiar. Introduction to Options The Video. The video embedded below is several years old and the video quality could be better.

However, it remains an excellent introduction to options and I m offering the lesson to everyone at no cost. I trust you will enjoy it. The video is also on You-Tube. Adjusting in Stages. The Reality. Question black font and answer blue font. Dear Mark, Hello Antonio. Firstly hope everything is OK as you don t write too frequently in the blog. Maybe you remember me Sure I remember you because throughout the years I have done some questions and also was in the premium forum a few months.

I got out because it coincided with a strong robô para opções binárias iq option time and also left trading because of the poor results. I came back to the idea of the Iron Condor and re-reading some post I would like you to validate this system and give me your opinion about it. The idea is to adjust risk by closing in stages as you suggest and I explore the numbers.

In these low volatility times, it seems to make an IC by generating a 3 credit is very difficult. I am writing much less these days, and most of that appears in my about. 5 could be easier with delta 15. It s a different world today, and we must adapt to current market conditions. Just be certain that you truly like are comfortable owning the positions you are trading and not merely following a formula for deciding which iron condors to trade. Perhaps you would be more comfortable with a lower delta maybe 12.

That is a personal decision, but I want you to think about it. For example, when IV is low, 15-delta iron condors would be less far out of the money than they used to be. Do you want a smaller premium coupled with a higher chance of success. It is very difficult to answer that question. Scenario I trade 3-month iron condors. Closing the not-adjusted i.profitable spread 3 weeks before exp at an estimated cost of 0. I trade 6-lots of the iron condor, collecting 2.

50 in premium for each. Total cash collected is 1,500. First adjustment Close. 20 position 1-lot. I would close only the threatened half of the IC. I encourage exiting the whole iron condor. Second adj close. 30 position. losing 150 per iron condor 2 contracts 300 loss. close remaining 50 position. losing 250 3 contracts 750 loss. Let s examine the worst or at least a very bad scenario we would have to adjust every month of the year This is very harsh.

Six times 3 adjustments, exiting entire position. Six times we make only 2 adjustments. Assume that we NEVER get to earn the maximum possible profit zero adjustments. 3 adjustments 1500-100-300-750-300 spread value not threatened 50 6 60 commission -10 i.we lose 10 for the trade. 2 adjustments 1500-100-300-300 spread value not threatened 0. This scenario should seldom if ever come to pass. 5 6 60 commission 740. Total a Lose 10 six times per year -60.

b Gain 740 six times 4,560. Total Annual Performance 4500 18000 25 This would be a very satisfactory result. Unfortunately the math is very flawed. You are assuming that it costs 100 to exit at the first adjustment, but that is the LOSSnot the cash required. To exit one iron condor at a loss of 100 costs 350 to exit. Similarly, when you exit after two adjustments at a 150 loss per IC, it actually costs 800 cash i.your original 500 plus 300 in losses.

Exiting after three adjustments costs the 750 loss plus the original 750 premium. Total cost is 1,500. Thus your numbers should be a The 6 times when three adjustments are required collect 1,500, pay 350 for adj 1, pay 800 for adj 2, pay 1,500 for adj 3, pay 60 in commissions Loss 1,210. b The 6 times that two adjustments are required collect 1500, pay 350; pay 800, and pay 150 later to exit the three winning spreads; pay 60 commissions.

Net profit is 140. The Discussion. As I say I d appreciate an opinion as deep as possible, because regardless of other possible adjustments we can make, I think the way you handle the IC goes here. One practical difficulty is this How aggressively do you try to exit when adjustment time arrives. If you do not bid aggressively to exit the position, the loss may get much higher than 100 before your trade is executed.

If you bid very aggressively, then you may be paying too much to exit positions that have not yet reached the adjustment stage. You must think about this. Honestly I pulled away from trading because i was not getting good results, but I continue thinking that IC are great and that your way is one of the best to do it. Please remember that no method is ever good enough unless you feel comfortable when trading.

Because discomfort leads to poor decisions. Also When you examine the correct numbers aboveyou will see that you cannot make any money when you anticipate making three adjustments approximately 6 times per year. Adjustments are expensive and we make them to be certain that we keep our losses small. However, you must expect to make one or fewer adjustments most of the time for the iron condor strategy to be viable. Please tell me if there is some way to communicate privately.

Send email and we can discuss. rookies at mdwoptions dot com. Three Questions from a Reader. What s your strategy on buying LEAPs options. In order to avoid time decay, when do you roll out if you have a long term view and would like to hold on the securities as long term investment.

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