Options trading series 7

Fast Answers. Individuals who want to enter the securities industry to sell any type of securities must take the Series 7 examination—formally known as the General Securities Representative Examination. Individuals who pass the Series 7 examination are eligible to register to trade all securities products, including corporate securities, municipal fund securities, options, direct participation programs, investment company products, and variable contracts. The Financial Industry Regulatory Authority (FINRA) administers the Series 7 examination. For more information, visit FINRA’s website where you can learn about the Series 7 exam and its qualification and registration process. Tips For Series 7 Options Questions. In the Series 7 exam, questions about options tend to be one of the biggest challenges for test takers. This is because options questions make up a large part of the exam and many candidates have never been exposed to options contracts and strategies. In this article we'll give you a detailed description of the world of options contracts as well as the strategies associated with them. Our test-taking tips will put you in a position to ace this portion of the Series 7 exam and increase your chances of getting a passing score. (For everything you need to know for the Series 7 exam, see our Free Series 7 Online Study Guide . ) By most estimates, there are about 50 questions on options on the Series 7 exam, approximately 35 of which are questions that deal with options strategies. The remaining 15 questions are options markets, rules and suitability questions.

Because most of the questions focus on options strategies, we'll concentrate on those. In the Series 7 exam, questions about options strategies concentrate on: However, the scope of the questions tends to be limited to: It Takes Two to Make a Contract. Remember the word contract. There are two parties in a contract. When one party gains a dollar, the other party loses a dollar. For that reason, the buyer and the seller reach the breakeven point at the same time. When the buyer has regained all of the premium money spent, the seller has lost the entire premium they received. This situation is called a zero-sum game: for every person who gains on a contract, there is a counterparty that loses. Most Options Contracts Are Not Exercised. The majority of options investors are not interested in buying or selling stock. They are interested in profits from trading the contracts themselves. In one sense, the options exchanges are much like horse racing tracks. While there are people there who plan to buy or sell a horse, most of the crowd is there to bet on the race.

Pay very close attention to the concepts of opening and closing options contract positions and don't be locked into the idea of exercising contracts. Notice in Figure 1 – which we'll call the "matrix" – that the term "buy" can be replaced by the terms "long" or "hold." The term "sell" can be replaced by the terms "short" or "write." The exam will frequently interchange these terms, often in the same question. Write the matrix down on your scratch paper before starting the exam and refer to it frequently to help keep you on track. Buyers' Rights, Sellers' Obligations. If you look at Figure 1, you'll notice that buyers have all the rights they've paid a premium for the rights. Sellers have all the obligations they've received a premium for taking the obligation (risk). You can think of an options contract like a car insurance contract: the buyer pays the premium and has the right to exercise they can lose no more than the premium paid. The seller has the obligation to perform when and if called upon by the buyer the most the seller can gain is the premium received.

Apply these ideas to options contracts. Question "Call Up and Put Down" Many people have been misled by the old saying "call up and put down." The problem is that this is only half right. It's true for the buy (or long) side, but it is not true of the sell side. On the short, or sell side, things are exactly opposite in that you could profit from an increase in the asset underlying a put option if you have shorted a put. Time Value for Buyers and Sellers. Because an option has a definite expiration date, the time value of the contract is often called a wasting asset. Remember: buyers always want the contract to be exercisable. They may never exercise (they will probably sell the contract – closing it – for a profit instead), but they want to be able to exercise. Sellers, on the other hand, want the contract to expire worthless because this is the only way that the seller (short) can keep the entire premium (the maximum gain to sellers). Four No-Fail Steps to Follow. One of the problems that Series 7 candidates report when working on options problems, is that they are not sure of how to approach the questions. There is a four-step process that is usually helpful: Identify the method Identify the position Use the matrix to verify desired movement Follow the dollars. All four of these steps may not be necessary for each and every options problem.

If, however, you use the process in the more complex situations, you'll find that these steps greatly simplify the problem. Let's use the four steps outlined above in some examples. The first formula a Series 7 candidate should remember is for the options premium: Question: An investor is long 1 XYZ December 40 call at 3. Just prior to the close of the market on the final trading day before expiration, XYZ stock is trading at 47. The investor closes the contract. What is the gain or loss to the investor? First, let's use the four-step process: Identify the method – A call contract Identify the position – long = buy = hold (has the right to exercise) Use the matrix to verify desired movement – bullish, wants the market to rise Follow the dollars – Make a list of dollars in out: Questions in the exam may refer to a situation in which a contract is "trading on its intrinsic value." The phrase, "just prior to the close of the market on the final trading day before expiration" means that there is no time value, and, therefore, the premium is made up entirely of intrinsic value. Because the investor is long the contract, they have paid a premium. The problem states that the investor closes the position. If an options investor buys to close the position, the investor will sell the contract , offsetting the open long position. This investor will sell the contract for its intrinsic value because there is no time value remaining. Because the investor bought for three ($300) and sells for the intrinsic value of seven ($700), they will have a $400 profit. How can you arrive at the intrinsic value so easily? Look at Figure 2, the intrinsic value chart.

If the contract is a call and the market is above the strike (exercise) price, the contract is in the money – it has an intrinsic value. Put contracts operate in exactly the opposite direction. One cautionary note: the contract itself is in or out of the money, but this does not necessarily translate into a profit or loss for a particular investor. Buyers want the contracts to be in the money (have an intrinsic value). Sellers want contracts to be out of the money (no intrinsic value). Maximum Gain = Unlimited Maximum Loss = Premium paid Breakeven = Strike price + Premium. Maximum Gain = Premium Received Maximum Loss = Unlimited Breakeven = Strike Price + Premium. Refer again to Figure 1 and remember that whenever the buyer gains a dollar, the seller loses a dollar. Call buyers are bullish call sellers are bearish. Look at the formulas: simply swap the gains and losses and remember that both parties to the contract break even at the same point. Maximum Gain = Strike Price – Premium x 100 Maximum Loss = Premium Paid Breakeven = Strike Price – Premium. Maximum Gain = Premium received Maximum Loss = Strike Price – Premium x 100 Breakeven = Strike Price – Premium.

Note that in Figure 1, the buyers of puts are bearish. The market value of the underlying stock must drop below the strike price (go in the money) enough to recover the premium for the contract holder (buyer, long). The maximum gains and losses are expressed as dollars. So to find that amount, we multiply the breakeven price by 100. If the breakeven point is 37, multiply by 100 to get the maximum possible gain for the buyer: $3,700. The maximum loss to the seller will also be $3,700. Straddle Strategies and Breakeven Points. Questions regarding straddles on the Series 7 tend to be limited in scope. Primarily they focus on straddle strategies and the fact that there are always two breakeven points. The first item on your agenda when you see any multiple options method on the exam is to identify the method. This is where the matrix in Figure 1 becomes a useful tool. If an investor, for example, is buying a call and a put on the same stock with the same expiration and the same strike, the method is a straddle. Look back at Figure 1. If you look at buying a call and buying a put, an imaginary loop around those positions is a straddle – in fact, it is a long straddle.

If the investor is selling a call and selling a put on the same stock with the same expiration and the same strike price, it is a short straddle. If you look closely at the arrows within the loop on the long straddle in Figure 1, you'll notice that the arrows are moving away from each other. This is a reminder that the investor who has a long straddle expects volatility. Look now at the arrows within the loop on the short straddle they are coming together. This is a reminder that the short straddle investor expects little or no movement. These are the essential straddle strategies. By looking at the long or short position on the matrix, you've completed the second part of the four-part process. Because you are using the matrix for the initial identification, skip to step four. In a straddle, investors are either buying two contracts or selling two contracts. To find the breakeven, add the two premiums and then add the total of the premiums to the strike price for the breakeven on the call contract side. Subtract the total from the strike price for the breakeven on the put contract side. A straddle always has two breakevens. Let's look at an example. An investor buys 1 XYZ November 50 call @ 4 and is long 1 XYZ November 50 put @ 3. At what points will the investor break even?

Hint: once you've identified a straddle, write the two contracts out on your scratch paper with the call contract above the put contract. This makes the process easier to visualize. Instead of clearly asking for the two breakeven points, the question may ask: between what two prices will the investor have a loss? If you're dealing with a long straddle, the investor must hit the breakeven point to recover the premium. Movement above or below the breakeven point will be profit. Notice that the arrows in the problem illustrated above match the arrows within the loop for a long straddle. The investor in a long straddle is expecting volatility . Note: because the investor in a long straddle expects volatility, the maximum loss would occur if the stock price were to be exactly the same as the strike price (at the money) – neither contract would have any intrinsic value. Of course, the investor with a short straddle would like the market price to close at the money to keep all the premiums. In a short straddle, everything is reversed.

Maximum gain = Unlimited (the investor is long a call) Maximum loss = Both premiums Breakeven = Add the sum of both premiums to the call strike price and subtract the sum from the put strike price. Maximum gain = Both premiums Maximum loss = Unlimited (short a call) Breakeven = Add the sum of both premiums to the call strike price and subtract the sum from the put strike price. Beware of Combination Straddles. If, in the identification process, you see that the investor has bought (or sold) a call and a put on the same stock but the expiration dates are different andor the strike prices are different, the method is a combination. If asked, the calculation of the breakevens is the same, and the same general strategies – volatility or no movement – apply. Spread strategies seem to be the most difficult for many Series 7 candidates. By using the tools we have already discussed and some acronyms that will help in remembering different spread objectives, we'll simplify spreads. Let's use the four-step process to solve the following problem: Write 1 ABC January 60 call @ 2. Long 1 ABC January 50 call @ 8. A spread is defined as an investor being long and short the same type of options contracts (calls or puts) with differing expirations, strike prices or both. If only the strike prices are different, it is a price or vertical spread. If only the expirations are different, it is a calendar spread (also known as a "time" or "horizontal" spread). If both the strike price and expirations are different, it is a diagonal spread. All of these terms refer to the layout of options quotes in the newspapers. The method laid out above is a call spread.

Technically, it is a vertical call spread. In spread strategies, the investor is a buyer or a seller. When you determine the position, look at the block in the matrix that illustrates that position and keep your attention on that block alone. At this point, we need to address the idea of debit versus credit . If the investor has paid out more than they have received, it is a debit (DR) spread. If the investor has received more in premiums than they have paid out, it is a credit (CR) spread. These terms are critical to answering spread questions. Here, there is one additional qualifier to the complete description of the spread. We can now call it a debit call spread. The spread has been established at a net debit of $600.

The investor is, in net terms, a buyer of call contracts. Look at the matrix: buyers of calls are bullish. This is, then, a bull or debit call spread. The investor is anticipating a rising market in the stock. 3. Check the Matrix: Actually, we could have used the matrix to identify the method as a spread. If you look at the matrix and see that the two positions are inside the horizontal loop on the matrix, the method is a spread. 4. Follow the Dollars: Tip: it may be helpful to write the $Out$In cross directly below the matrix so that the vertical bar is exactly below the vertical line dividing buy and sell. That way, the buying side of the matrix will be directly above the DR and the selling side of the matrix will be exactly above the CR side. Tip: notice that in the example, the higher strike price is written above the lower strike price. Once you've identified a spread, write the two contracts on your scratch paper with the higher strike price above the lower strike price. This makes it much easier to visualize the movement of the underlying stock between the strike prices. The maximum gain for the buyer loss for the seller and the breakeven for both will always be between the strike prices . Formulas and Acronyms for Spreads.

Debit (Bull) Call Spreads: Maximum Loss = Net Premium Paid Maximum Gain = Difference in Strike Prices – Net Premium Breakeven = Lower Strike Price + Net Premium. Credit (Bear) Call Spreads: Maximum Loss = Difference in Strike Prices – Net Premium Maximum Gain = Net Premium Received Breakeven = Lower Strike Price + Net Premium. Tip: For breakevens, an acronym some candidates find helpful is CAL – In a C all spread A dd the net premium to the L ower strike price. Using the above example of a bull or DR call spread: Maximum loss = $600 – the net premium. If ABC stock does not rise above 50, the contract will expire worthless and the bullish investor loses the entire premium. Maximum Gain = Use the formula: (60-50) – 6 = 10 – 6 = 4 x 100 = $400. Breakeven: Since this is a call spread, we will add the net premium to the lower strike price. 6 + 50 = 56. The stock must rise to at least 56 for this investor to recover the premium paid. Write 1 ABC January 60 call @ 2. Long 1 ABC January 50 call @ 8. Maximum gain = 4 Breakeven point = 56 Movement of ABC stock = +6 Difference in strike prices = 10. Notice that when the stock has risen by six points to the breakeven point, the investor may only gain four points of profit ($400). Notice that 6 + 4 = 10 – the number of points between the strike prices. Tip: above 60, the investor has no gain or loss. Remember when an investor sells or writes an option, they are obligated. This investor has the right to purchase at 50 and the obligation to deliver at 60. Be very careful to remember the rights and obligations when solving spread problems.

There are other, very frequently reported questions about spreads. Referring again to the example: Write 1 ABC January 60 call @ 2. Long 1 ABC January 50 call @ 8. To profit from this position, the spread in premiums must: Tip: The first point of simplification is this: in any question of this nature regarding spreads, the answer will always be widen or narrow. Eliminate C and D. Use the acronym DEW , which stands for D ebit E xercise W iden. Once you've identified the method as a spread and identified the position as a debit , the investor expects the difference between the premiums to widen. Remember: buyers want to be able to exercise. If the investor has created a credit spread , use the acronym CVN , which stands for C redit V alueless N arrow. Sellers, those in a credit position, want the contracts to expire valueless (no intrinsic value, worthless) and the spread in premiums to narrow. Formulas for Put Spreads. Debit (Bear) Put Spread: Maximum gain = Difference in Strike Prices – Net Premium Maximum loss = Net Premium Breakeven = Higher Strike Price – Net Premium. Credit (Bull) Put Spread: Maximum gain = Net Premium Maximum loss = Difference in Strike Prices – Net Premium Breakeven = Higher Strike Price – Net Premium. Tip: for breakevens, an acronym some candidates find helpful is PSH – In a P ut spread S ubtract the net premium from the H igher strike price. Spreads may require more steps for a solution, but if you use the shortcuts, solving the problem is much simpler. Options contracts questions in the Series 7 exam are numerous, but the scope of the questions is limited. If you use the four-step process, you can dramatically increase your chances of getting a passing score.

To get the hang of it, you'll have to practice as many questions on options as possible before to taking the exam. Good luck! How to Read an Option on the Series 7 Exam. Series 7 Exam For Dummies, 2nd Edition. Options are just another investment vehicle that (hopefully) more-savvy investors can use. To answer Series 7 questions relating to options, you first have to be able to read an option. An owner of an option has the right, but not the obligation, to buy or sell an underlying security at a fixed price as derivatives, options draw their value from that underlying security. Investors may either exercise the option or trade the option in the market. The following example shows you how an option may appear on the Series 7: Buy 1 XYZ Apr 60 call at 5. Here are the seven elements of the option order ticket and how they apply to the example: Whether the investor is buying or selling the option: Buy. When an investor buys (or longs, holds, or owns ) an option, she is in a position of power that investor controls the option and decides whether and when to exercise the option. If an investor is selling ( shorting or writing ) an option, she is obligated to live up to the terms of the contract and must either purchase or sell the underlying stock if the holder exercises the option. The contract size: 1. You can assume that one option contract is for 100 shares of the underlying stock. Although this idea isn’t as heavily tested on the Series 7 exam, an investor may buy or sell multiple options (for example, five) if she’s interested in having a position in more shares of stock.

If an investor owns five option contracts, she’s interested in 500 shares of stock. The name of the stock: XYZ. In this case, XYZ is the underlying stock that the investor has a right to purchase at a fixed price. The expiration month for the options: Apr. All options are owned for a fixed period of time. The initial expiration for most options is 9 months from the issue date. In the preceding example, the option will expire in April. Options expire at 11:59 p. m. EST on the Saturday following the third Friday of the expiration month. Remembering the EST is generally easier than recalling the CST because 11:59 p. m. EST is right before midnight. Don’t confuse the option’s expiration date with the third Saturday of the expiration month if the expiration month starts on a Saturday, the option expires on the fourth Saturday. The strike (exercise) price of the option: 60. When the holder exercises the option, she uses the option contract to make the seller of the option buy or sell the underlying stock at the strike price. In this case, if the holder were to exercise the option, the holder of the option would be able to purchase 100 shares of XYZ at $60 per share. The type of option: call. An investor can buy or sell a call option or buy or sell a put option.

Calls give holders the right to buy the underlying security at a set price puts give holders the right to sell. So in the example scenario, the holder has the right to buy the underlying security at the price stated in the preceding step. Of course, an option investor doesn’t get to have the option for nothing. An investor buys the option at the premium. In this case, the premium is 5, so a purchaser would have to pay $500 (5 × 100 shares per option). Trading Options. 5. Municipal Securities 6. Packaged Securities 7. Retirement Accounts 8. Derivatives 9. Customer Accounts 10. Determining Customer Objectives. 13. Rules and Regulations. Standardized Option Features and Benefits. number of shares of underlying common stock, range of exercise prices. Standardization allows the exchange to operate efficiently as a secondary market for these options which were strictly a principals-only business until the 1970s.

The CBOE is just a place to trade options, not a guarantor that all parties and counterparties will act honorably and play by the rules. As you might guess from the example above, the person who writes an option to sell a $36 stock at $25 might not be happy about it. He might try to renege. This is a risk that one would have to accept to do business in the options market. The Options Clearing Corporation (OCC) Technically, the OCC is the issuer of all exchange-listed options, so the buyer is insulated from any malfeasance on the part of the seller. In fact, there is more insulation than that. The buyer and seller generally have brokers these brokers generally work through clearing members who participate directly in trading at the exchange, and the clearing members are the ones who deal directly with the OCC. How to Calculate Profit or Loss for Investor Trading Options on the Series 7 Exam. Series 7 Exam For Dummies, 2nd Edition. On the Series 7, not only do you need to know the difference between opening and closing transactions, but you also have to be able to calculate the profit or loss for an investor trading options. This process is actually pretty easy when you break it down. Open or close the transaction. When distinguishing between opening and closing transactions, your key is to know whether this transaction is the first time or the second time the investor is buying or selling an option: The first time is an opening, and the second time is a closing. Here are your opening transactions: Opening purchase: An opening purchase occurs when an investor first buys a call or a put. Opening sale: An opening sale is when an investor first sells a call or a put.

If an investor already has an option position, the investor has to close that position by doing the opposite — through a closing transaction. If the investor originally purchased the option, she has to sell to close it. By contrast, if she originally sold the option, she has to purchase to close. Here are the two types of closing transactions: Closing purchase: A closing purchase occurs when an investor buys herself out of a previous option position that she sold. For example, if an investor sold an XYZ Oct 40 call (opening sale), she would have to buy an XYZ Oct 40 call to close out the position. The second transaction is a closing purchase. Closing sale: A closing sale occurs when an investor sells herself out of a previous option position that she purchased. For example, if an investor bought an ABC Sep 60 put (opening purchase), she would have to sell an ABC Sep 60 put to close out the position. The second transaction is a closing sale. When determining opening or closing transactions, whether the transactions are both calls or both puts doesn’t matter. The following question tests your knowledge of opening and closing transactions. Mr. Dimpledell previously bought 1 XYZ Oct 65 call at 8 when the market price of XYZ was 64. XYZ is currently trading at 69, and Mr. Dimpledell decides that now would be a good time to sell the option that he previously purchased. The second option order ticket would be marked.

(B) opening purchase. (D) closing purchase. The right answer is Choice (C). This is the second time that Mr. Dimpledell does something with the option that he owns therefore, the move has to be a closing transaction, and you can immediately eliminate Choices (A) and (B). Mr. Dimpledell has to sell himself out of the position because he owns the option. The second order ticket would have to be marked closing sale. How to calculate gains and losses. In addition to knowing how to mark the order ticket, you have to be able to figure out an investor’s gain or loss when trading options. This task isn’t difficult after you master the options chart. The key thing to remember is that when an investor closes, she does the opposite of what she did before. The following question tests your mastery of options trades. Mrs. Cleveland purchased 100 shares of DPY stock at $50 per share. Two weeks later, Mrs. Cleveland sold 1 DPY Oct 55 call at 6. Mrs.

Cleveland held that position for three months before selling the DPY stock at $52 per share and closing the DPY Oct 55 call at 4. What is Mrs. Cleveland’s gain or loss on the transactions? (D) no gain or loss. The correct answer is Choice (A). This question introduces stock trades as well as options transactions, but that’s no problem. The options chart works for questions involving actual stocks and options or just options. When you approach the transactions one at a time, the problem-solving process is actually pretty straightforward. Mrs. Cleveland purchased 100 shares of DPY stock at $50 per share for a total of $5,000 therefore, you enter $5,000 in the Money Out side of the options chart. Next, she sold the DPY 55 call for a premium of 6, so you need to enter $600 (6 × 100 shares per option) on the Money In side of the chart because she received money for selling that option. Three months later, Mrs.

Cleveland sold the stock for $5,200 ($52 per share × 100 shares) and received money for selling the stock. Place the $5,200 in the Money In side of the options chart. When closing the option, the customer has to do the opposite of what she did before. Originally, Mrs. Cleveland sold the option, so to close, she has to buy the option. She purchased the option for $400 (4 × 100 shares per option), so enter $400 in the Money Out side of the options chart. All that’s left for you to do is total up the two sides. Mrs. Cleveland has $5,800 in and $5,400 out for a gain of $400. Series 7 Exam - General Securities Representative Exam (GS) The Series 7 exam – the General Securities Representative Qualification Examination (GS) – assesses the competency of an entry-level registered representative to perform his or her job as a general securities representative.

The exam measures the degree to which each candidate possesses the knowledge needed to perform the critical functions of a general securities representative, including sales of corporate securities, municipal securities, investment company securities, variable annuities, direct participation programs, options and government securities. The exam consists of 250 scored questions and an additional 10 unscored pretest questions. Candidates are given six hours to complete the exam and it is conducted in two three-hour sessions with 130 questions per session. The passing score is 72 percent. Content Outline. The Series 7 Content Outline provides a comprehensive guide to the range of topics covered on the exam, as well as the depth of knowledge required. It includes sample questions to acquaint a candidate with the types of multiple-choice questions on the exam. The outline is comprised of the five main job functions of a Series 7 representative: Function 1 — Seeks business for the broker-dealer through customers and potential customers Function 2 — Evaluates customers’ other security holdings, financial situation and needs, financial status, tax status, and investment objective Function 3 — Opens accounts, transfers assets and maintains appropriate account records Function 4 — Provides customers with information on investments and makes suitable recommendations Function 5 — Obtains and verifies customers’ purchases and sales instructions, enters orders, and follows up. The Series 7 does not have a prerequisite exam. Please see Register a New Candidate for more information on the registration process. Permitted Activities.

A candidate who passes the Series 7 exam is qualified for the solicitation, purchase andor sale of all securities products, including corporate securities, municipal fund securities, options, direct participation programs, investment company products and variable contracts. Covered activities and products include: Public offerings andor private placements of corporate securities (stocks and bonds) Rights Warrants Mutual funds Money market funds Unit investment trusts (UITs) Exchange traded funds (ETFs) Real estate investment trusts (REITs) Options on mortgage-backed securities Government securities Repos and certificates of accrual on government securities Direct participation programs Securities traders Venture capital Sale of municipal securities Hedge funds. The table below lists the allocation of exam questions for each main job function of a general securities representative. 1. If I pass the Series 7, will I be able to trade municipal securities? If an individual took and passed the Series 7 prior to November 7, 2011, he or she will be able to trade municipal securities, structure municipal securities underwritings and perform certain other activities involving municipal securities. If an individual took and passed the Series 7 on or after November 7, 2011, he or she will be qualified to engage only in municipal securities sales to, and purchases from customers. If an individual wants to be qualified to structure municipal securities underwritings or perform activities involving municipal securities that are beyond the scope of selling municipal securities to and purchasing municipal securities from customers, that individual would have to take and pass the Series 52 (Municipal Securities Representative Exam). 2. Does Series 7 serve as a pre-requisite to the Series 53 (Municipal Securities Principal Exam)? If an individual took and passed the Series 7 prior to November 7, 2011, he or she is qualified to sit for the Series 53 examination. If an individual took and passed the Series 7 on or after November 7, 2011, he or she would have to take and pass the Series 52 (Municipal Securities Representative Exam) as a prerequisite to taking the Series 53 examination. 3. What is the difference between Series 7 and Series 62? The General Securities Representative Examination (Series 7) is an entry-level examination that qualifies the individual for registration with all self-regulatory organizations to trade: corporate stocks and bonds. real estate investment trusts (REITs) collateralized mortgage obligations (CMOs) options-equity, index, and foreign currency. investment company productsvariable contracts. direct participation programs.

exchange traded funds (ETFs) The Corporate Securities Limited Representative Examination (Series 62) satisfies a FINRA qualification requirement for individuals who will trade corporate securities only. These include: corporate stocks and bonds. collateralized mortgage obligations (CMOs) exchange traded funds (ETFs) Using Reference Materials. The test administrator will provide whiteboarddry erase marker and basic electronic calculators to the candidates, which must be returned to the test center administrator at the end of the testing session. Some test questions involve calculations. Only the provided calculators may be used during the examination. The examination may contain questions that require the use of exhibits ( e. g., charts, graphs, tables). If so, the questions will indicate when to refer to an exhibit. Candidates are not permitted to bring any reference materials to testing sessions. Severe penalties are imposed on candidates who cheat or attempt to cheat on FINRA administered examinations.

To learn more about logistics and protocols for your exam day, please see On The Day of Your Exam. How To Master Option Strategies On The Series 7 Exam. to become a General Securities Registered Representative. One of the keys to passing the series 7 exam is to make sure that you have a complete understanding of how option strategies will be tested on the Series 7 Exam. This article which was produced from material contained in our series 7 textbook and will help you master the material so that you pass the series 7 exam. Multiple Option Positions and Strategies. Option strategies that contain positions in more than one option can be used effectively by investors to meet their objective and to profit from movement in the underlying stock price. The Series 7 exam focuses on straddles and spreads. A long straddle is the simultaneous purchase of a call and a put on the same stock with the same strike price and expiration month. An option investor would purchase a straddle when they expect the stock price to be extremely volatile and to make a significant move in either direction.

An investor who owns a straddle is neither bullish nor bearish. They are not concerned with whether the stock moves up or down in price so long as it moves significantly. An investor may purchase a straddle just prior to a company announcing earnings, with the belief that if the company beats its earnings estimate, the stock price will appreciate dramatically. Or, if the company's earnings fall short of expectations, the stock price will decline dramatically. Before an investor establishes a long straddle, they must determine the following: Their Maximum Gain Their Maximum Loss Their Breakeven. Let's look at an example. XYZ is trading at $50 per share and is set to report earnings at the end of the week. An investor with the above opinion establishes the following position: Long 1 XYZ April 50 Call at 4. Long 1 XYZ April 50 Put as 3. Maximum Gain Long Straddle. Because the investor in a long straddle owns the calls, the investor's maximum gain is always going to be unlimited. Maximum Loss Long Straddle. An investor's maximum loss on a long straddle is going to be limited to the total premium paid for the straddle. The total premium is found using the following formula: Total Premium = Call Premium + Put Premium. Long 1 XYZ April 50 Call at 4. Long 1 XYZ April 50 Put as 3. To determine the investor's maximum loss simply add the premiums together. The investor's maximum loss is $7 per share or $700 for the entire position.

The investor will only realize their maximum loss on a long straddle if the stock price at expiration is exactly equal to the strike price of both the call and put and both options expire worthless. If, at expiration, XYZ closes at exactly $50, the investor in this case will suffer their maximum possible loss. Breakeven Long Straddle. Because the position contains both a put and a call, the investor is going to have two breakeven points, one breakeven for the call side of the straddle, and one for the put side. To determine the breakeven point for the call side of the straddle, use the following formula: Breakeven = Call Strike Price + Total Premium. Using the same example we get: Long 1 XYZ April 50 Call at 4. Long 1 XYZ April 50 Put as 3. Total premium = 7. The investor will breakeven if XYZ appreciates to $57 per share at expiration. The stock has to appreciate by enough to offset the total premium cost. Alternatively to determine the breakeven point for the put side of the straddle use the following formula: Breakeven = Put Strike Price - Total Premium. If XYZ was to fall to $43 per share at expiration, the investor would breakeven. The stock would have to fall by enough to offset the total premium cost.

If the stock appreciated past $57 per share or was to fall below $43 per share, the position would become profitable for the investor. Short Straddles. A short straddle is the simultaneous sale of a call and a put on the same stock with the same strike price and expiration month. An option investor would sell a straddle when they expect the stock price to trade within a narrow range or to become less volatile and not to make a significant move in either direction. An investor who is short a straddle is neither bullish nor bearish. They are not concerned with whether the stock moves up or down in price so long, as it does not move significantly. An investor may sell a straddle just after a period of high volatility, with the belief that the stock will now move sideways for a period of time. Before an investor establishes a short straddle, they must determine the following: Their Maximum Gain Their Maximum Loss Their Breakeven. Maximum Gain Short Straddle. An investor's maximum gain with a short straddle is always going to be limited to the amount of the premium received. Let's look at the same position from before only this time, let's look at it from the seller's point of view.

XYZ is trading at $50 and an option investor establishes the following position: Short 1 XYZ April 50 Call at 4. Short 1 XYZ April 50 Put as 3. To determine the investor's maximum gain, simply add the premiums together. The investor's maximum gain is $7 per share or $700 for the entire position. An investor who is short a straddle will only realize their maximum gain if the stock closes at the strike price at expiration and both options expire worthless. In this case, if XYZ closes at exactly $50, the investor will have a $700 profit on the entire position. Maximum Loss Short Straddle. Because the investor in a short straddle is short the calls, the investor's maximum loss is always going to be unlimited. Breakeven Short Straddle. Just like with a long straddle, the investor is going to have two breakeven points, one breakeven for the call side of the straddle and one for the put side. To determine the breakeven point for the call side of the straddle use the following formula: Breakeven = Call Strike Price + Total Premium. Using the same example we get: Long 1 XYZ April 50 Call at 4. Long 1 XYZ April 50 Put as 3 Total premium = 7. The investor will breakeven if XYZ appreciates to $57 per share at expiration. Alternatively to determine the breakeven point for the put side of the straddle use the following formula: Breakeven = Put Strike Price - Total Premium.

If XYZ was to fall to $43 per share at expiration, the investor would breakeven. If the stock appreciated past $57 per share or was to fall below $43 per share the investor would begin to lose money. An investor who is short a straddle wants the stock price inside of their breakeven points. In the above case, that would be either below $57 per share or above $43 per share. A short straddle is the simultaneous sale of a call and a put on the same stock with the same strike price and expiration month. An option investor would sell a straddle when they expect the stock price to trade within a narrow range or to become less volatile and not to make a significant move in either direction. An investor who is short a straddle is neither bullish nor bearish. They are not concerned with whether the stock moves up or down in price so long, as it does not move significantly. An investor may sell a straddle just after a period of high volatility, with the belief that the stock will now move sideways for a period of time. Before an investor establishes a short straddle, they must determine the following: Their Maximum Gain Their Maximum Loss Their Breakeven. Maximum Gain Short Straddle.

An investor's maximum gain with a short straddle is always going to be limited to the amount of the premium received. Let's look at the same position from before only this time, let's look at it from the seller's point of view. XYZ is trading at $50 and an option investor establishes the following position: Short 1 XYZ April 50 Call at 4. Short 1 XYZ April 50 Put as 3. To determine the investor's maximum gain, simply add the premiums together. The investor's maximum gain is $7 per share or $700 for the entire position. An investor who is short a straddle will only realize their maximum gain if the stock closes at the strike price at expiration and both options expire worthless. In this case, if XYZ closes at exactly $50, the investor will have a $700 profit on the entire position. Maximum Loss Short Straddle. Because the investor in a short straddle is short the calls, the investor's maximum loss is always going to be unlimited. Breakeven Short Straddle. Just like with a long straddle, the investor is going to have two breakeven points, one breakeven for the call side of the straddle and one for the put side. To determine the breakeven point for the call side of the straddle use the following formula: Breakeven = Call Strike Price + Total Premium. Using the same example we get: Long 1 XYZ April 50 Put as 3 Total premium = 7. The investor will breakeven if XYZ appreciates to $57 per share at expiration. Alternatively to determine the breakeven point for the put side of the straddle use the following formula: Breakeven = Put Strike Price &ndash Total Premium. If XYZ was to fall to $43 per share at expiration, the investor would breakeven.

If the stock appreciated past $57 per share or was to fall below $43 per share the investor would begin to lose money. An investor who is short a straddle wants the stock price inside of their breakeven points. In the above case, that would be either below $57 per share or above $43 per share. To help you remember where an investor wants the stock to be at expiration, use the pneumonic device for straddles SILO: Short Inside Long Outside. Our Instructors can come on-site and train your employees with the latest and up-to-date training materials. Subscribe to our newsletter and stay up to date with the latest continuing education requirements! February 13, 2017. New York, NY 10005. 2017 © Securities Institute of America Inc. ALL Rights Reserved.

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If you have a valid Yahoo ID and password, follow these steps if you would like to remove your posts, comments, votes, andor profile from the Yahoo product feedback forum. Vote for an existing idea ( ) or Post a new idea… fujihousehydepark. com Please help us to put correct website to your listing. i had 172 stocks in my Yahoo finance that I could look at. They have all disappeared. Now, I try to add symbols, and it won't let me. PLEASE. i had a 172 stock symbols on my Yahoo finance page, and they have all be wiped out. Now, I try to add new symbols back, and it won't let me do that. Please look at my account to see whats going on. This should not be appearing with search Baba Vickram Aditya Bedi. This is a biased article which is not accurate and is based on a racist and highly flawed prosecution of an individual. Don't see your idea? Post a new idea… US Search Desktop. Feedback and Knowledge Base.

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