Analyzing profitable strategies on option market-evidence from the gold coin option contracts on the Iran mercantile exchange

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Amiri Mahdie; mirzapour babajan akbar; AKBARI MOGHADAM BEITOLLAH

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Journal: INVESTMENT KNOWLEDGE Year:2019 | Volume:8 | Issue:30 Page(s): 93-114

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Information Journal Paper

Title

Analyzing profitable strategies on option market-evidence from the gold coin option contracts on the Iran mercantile exchange

Author(s)

Amiri Mahdie | mirzapour babajan akbar | AKBARI MOGHADAM BEITOLLAH | Issue Writer Certificate

Keywords

Call OptionQ1

put OptionQ1

Asymmetric StrategiesQ1

Symmetric StrategiesQ1

Abstract

The purpose of this research is identification of the profitable strategies on gold coin option contracts on the Iran mercantile exchange. In order to do this research, profit of each strategy was estimated by the daily price gold coin option on the Iran mercantile exchange. (from the investor approach) The profit derived from each strategy was calculated, in the period from December 2016 to July 2017and profitable strategies were identified. (150 working days in the Iran mercantile exchange) In this research, the symmetric and Symmetric Strategies/fa?page=1&sort=1&ftyp=all&fgrp=all&fyrs=all" target="_blank">ASymmetric Strategies including, Long Call Butterfly, short Call Butterfly, Bull spread, Bear spread, Stradle, Streip, Strep, and Strangel have been analyzed in Exercise dates of January 2017, March 2017, July 2017, and september of2017. The results indicate that the Bull Call Spread for the gold coin option contracts on the Iran mercantile exchange with Exercise dates of January 2017, the the Bull Call Spread and Butterfly Spread for option contracts with the maturity of March/ july 2017 are profitable. Also most strategies with the maturity September 2017 option contracts have not been profitable, it is not recommended. It is recommended that the reverse position( End of investment)should not be in the first three days of the start of the contract on the Iran mercantile exchange.

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APA: Copy

Amiri, Mahdie, mirzapour babajan, akbar, & AKBARI MOGHADAM, BEITOLLAH. (2019). Analyzing profitable strategies on option market-evidence from the gold coin option contracts on the Iran mercantile exchange. INVESTMENT KNOWLEDGE, 8(30 ), 93-114. SID. https://sid.ir/paper/385796/en

Vancouver: Copy

Amiri Mahdie, mirzapour babajan akbar, AKBARI MOGHADAM BEITOLLAH. Analyzing profitable strategies on option market-evidence from the gold coin option contracts on the Iran mercantile exchange. INVESTMENT KNOWLEDGE[Internet]. 2019;8(30 ):93-114. Available from: https://sid.ir/paper/385796/en

IEEE: Copy

Mahdie Amiri, akbar mirzapour babajan, and BEITOLLAH AKBARI MOGHADAM, “Analyzing profitable strategies on option market-evidence from the gold coin option contracts on the Iran mercantile exchange,” INVESTMENT KNOWLEDGE, vol. 8, no. 30 , pp. 93–114, 2019, [Online]. Available: https://sid.ir/paper/385796/en

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