Hi! I am doing a school project on options portfolio value calculation. This is my portfolio with 8 options, I was looking at TSLA options on 2019-01-02 (1 year expiration). My position was a mix of long and short calls and puts: I was +200C, +700C, –440C, and –460C. On the put side, I was –200P, +440P, +460P, and –700P. Then, I used the data from WRDS and plotted how my portfolio value changed. For any long I have, the value is the best bid on the market (the price I can sell my option for). This is the final graph. I see a lot of spikes and dips, which I think is reasonable. My average portfolio value change is ~3.5k (from abs(changes) of the values). Just want to sanity check if this graph seems reasonable. Thanks!
Options Portfolio Value is this reasaonble?
byu/double2nd inoptions
Posted by double2nd