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Red Smith, the legendary sportswriter, once said that Lombardi s Packers were the smartest, most articulate athletes he had ever covered. In part, this reflected the quality of the players Lombardi chose to be Packers. But it was also a direct result of preparation. Every play was explained thoroughly from each player s perspective: why it should be run a certain way and how the defense would react to the play. This was no small task: Lombardi s passing attack (for example) was the most sophisticated in the game in the 60s. He was one of the first coaches to teach his quarterback and receivers to read the defense and react accordingly. My father believed that preparation for a football game was 80 percent physical and 20 percent mental. This ratio, he also believed, reversed during the competition itself. At that stage, it was 80 percent mental and 20 percent physical. Football was a game played above the shoulders, he often said, which meant that you needed confidence, which meant in turn that you needed to be completely prepared.

Risk reversal The risk reversal is a perfect trade for this situation; it is exactly we can cover the interest-rate risk while also reducing the cost Going back to the December options, the 122 put was 6 15 If we look to sell some premium to cover the cost of this position, we could certainly consider limiting the upside to the bond value by selling the 125 call options and bringing in half of the premium cost of the 122 put option The 125 call is quoted at 3 06 or $3,093 Now the net cost would be $31,410 on $1 million We can always reduce the hedge position by purchasing an out-of-the-money put and creating a window in the market The 120 put option in this example is trading at 5 15, a full $1,000 less per contract Sell, buy, sell.

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tosa may be linked include: oligophrenia, obesity, syndactyly, and hypogonadism (Bardet-Biedl syndrome); hypogenitalism, obesity, and mental de ciency (Laurence-Moon syndrome); Friedreich and other types of spinocerebellar and cerebellar ataxia; spastic paraplegia and quadriplegia with Laurence-Moon syndrome; neurogenic amyotrophy, myopia, and color-blindness; polyneuropathy and deafness (Refsum disease); deaf mutism; Cockayne syndrome and Bassen-Kornzweig disease; and several mitochondrial diseases particularly progressive external ophthalmoplegia and Kearns-Sayre syndromes. The differential diagnosis includes the Batten form of cerebroretinal degeneration (ceroid lipofuscinosis), Pelizaeus-Merzbacher disease, and Gaucher disease as well as the various forms of ceroid lipofuscinosis and retinal infections such as syphilis, toxoplasmosis, and cytomegalic inclusion disease. Virtual blindness is the outcome in many cases, but in others the visual failure stops short of that. It is doubtful whether any of the many proposed modes of therapy (sympathectomy, steroids, vitamins A and E, coenzyme Q10) have any effect in halting the progress of the disease.

Let s look at an example of the long straddle in Figure 7.16. In the gure we show the option chain for AT&T (Symbol: T) with the current stock price at 26.83 and implied volatility averaging around 40 percent. If we consider buying the October AT&T 27 call option for 2.60 and the October 27 put option for 3.70 for a combined total premium of 6.30, we create a long straddle. The maximum risk for the position is the 6.30 premium spent on the trade. Figure 7.17 is the model that shows the excellent qualities of the straddle for a signi cant market move to either side of the market, especially early in the trade. With the current timeline represented by the dotted line assuming zero time value decay, the straddle can provide signi cant pro t potential for a major price change. As time passes halfway to expiration, represented by the dashed line, the line crosses the zero breakeven line at much wider points on the horizontal price scale. This highlights the necessity to avoid time value decay with long straddles. AT&T is a perfect example of the implied volatility dif culty that traders will face in the future. Several months before this book was

Given the limited potential for rate hikes in 1 year, one might decide that risking that yield can increase only so much on the 30-year bond in the term of the option trade The sell-buy-sell further reduces the cost of the at-the-money option Consider buying as before the 122 put option, while again selling the 125 call option and adding the sale of the 112 put option for 2 24 or $2,375 Now we have reduced our cost further by selling the out-of-the-money put We have limited downside, but if the risk of premium is greater than the assumed risk of the market falling through 112 in 9 months, then the sell-buy-sell may be very effective So our cost on the risk reversal of $3,141 per contract is now reduced to $766 per contract or $7,660 on $1 million The YTM at 112 on this same bond would be 4.

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