Me da esto para los cortes en NY
https://www.tradingview.com/x/dnl4Z56a/
Les pongo un ejemplo de una inversión de 2 mil dolares y el precio que marca la tendencia (el mínimo). Puse sólo bases altas
Precio Esperado Inversión
fecha Strike Bid Ask Last OI media x 2000
YPF Sep 20, 2014 (31 days to expiration) 30 2.7 3.2 3.33 105 2.95 34.08 2000 766.10
YPF Sep 20, 2014 (31 days to expiration) 31 2.1 2.45 2.05 49 2.275 34.08 2000 707.69
YPF Sep 20, 2014 (31 days to expiration) 32 1.5 1.8 1.7 1,764 1.65 34.08 2000 521.21
YPF Sep 20, 2014 (31 days to expiration) 33 1.1 1.35 1.15 326 1.225 34.08 2000 -236.73
YPF Sep 20, 2014 (31 days to expiration) 34 0.75 1 0.8 1,020 0.875 34.08 2000 -1817.14
YPF Sep 20, 2014 (31 days to expiration) 35 0.45 0.65 0.65 2,396 0.55 34.08 2000 -5345.45
YPF Sep 20, 2014 (31 days to expiration) 36 0.25 0.55 0.65 8,769 0.4 34.08 2000 -11600.00
YPF Sep 20, 2014 (31 days to expiration) 37 0.15 0.4 0.45 997 0.275 34.08 2000 -23236.36
YPF Sep 20, 2014 (31 days to expiration) 38 0.05 0.35 0.51 216 0.2 34.08 2000 -41200.00
YPF Sep 20, 2014 (31 days to expiration) 39 0.05 0.25 0.15 212 0.15 34.08 2000 -67600.00
YPF Sep 20, 2014 (31 days to expiration) 40 0.05 0.15 0.15 3,293 0.1 34.08 2000 -120400.00
YPF Sep 20, 2014 (31 days to expiration) 41 0 0.1 0.15 61 0.05 34.08 2000 -278800.00
YPF Sep 20, 2014 (31 days to expiration) 42 0 0.2 0.9 59 0.1 34.08 2000 -160400.00
YPF Sep 20, 2014 (31 days to expiration) 43 0 0.2 0.2 10 0.1 34.08 2000 -180400.00
YPF Sep 20, 2014 (31 days to expiration) 44 0 0.2 0.25 1 0.1 34.08 2000 -200400.00
YPF Sep 20, 2014 (31 days to expiration) 45 0 0.2 0.42 145 0.1 34.08 2000 -220400.00
YPF Sep 20, 2014 (31 days to expiration) 46 0 0.2 0.2 23 0.1 34.08 2000 -240400.00
YPF Sep 20, 2014 (31 days to expiration) 47 0 0.2 0.45 81 0.1 34.08 2000 -260400.00
YPF Sep 20, 2014 (31 days to expiration) 48 0 0.2 0 0 0.1 34.08 2000 -280400.00
YPF Sep 20, 2014 (31 days to expiration) 49 0 0.2 0.15 69 0.1 34.08 2000 -300400.00
YPF Sep 20, 2014 (31 days to expiration) 50 0 0.2 0 0 0.1 34.08 2000 -320400.00
YPF Sep 20, 2014 (31 days to expiration) 55 0 0.2 0 0 0.1 34.08 2000 -420400.00
YPF Oct 18, 2014 59 days to expiration 33 1.6 2.1 2.75 269 1.85 36.18 2000 1437.84
YPF Oct 18, 2014 59 days to expiration 34 1.3 1.75 2.5 165 1.525 36.18 2000 859.02
YPF Oct 18, 2014 59 days to expiration 35 1.1 1.4 1.2 5,173 1.25 36.18 2000 -112.00
YPF Oct 18, 2014 59 days to expiration 36 0.75 1.1 0.97 352 0.925 36.18 2000 -1610.81
YPF Oct 18, 2014 59 days to expiration 37 0.55 0.9 0.73 1,080 0.725 36.18 2000 -4262.07
YPF Oct 18, 2014 59 days to expiration 38 0.45 0.7 0.95 93 0.575 36.18 2000 -8330.43
YPF Oct 18, 2014 59 days to expiration 39 0.35 0.6 0.45 303 0.475 36.18 2000 -13873.68
YPF Oct 18, 2014 59 days to expiration 40 0.3 0.5 0.6 15,375 0.4 36.18 2000 -21100.00
YPF Oct 18, 2014 59 days to expiration 41 0.15 0.4 1.3 13 0.275 36.18 2000 -37054.55
YPF Oct 18, 2014 59 days to expiration 42 0 0.35 0.75 12 0.175 36.18 2000 -68514.29
YPF Oct 18, 2014 59 days to expiration 43 0 0.3 2.95 25 0.15 36.18 2000 -92933.33
YPF Oct 18, 2014 59 days to expiration 44 0 0.3 1.15 22 0.15 36.18 2000 -106266.67
YPF Oct 18, 2014 59 days to expiration 45 0.1 0.15 0.15 444 0.125 36.18 2000 -143120.00
YPF Oct 18, 2014 59 days to expiration 46 0 0.25 0 0 0.125 36.18 2000 -159120.00
YPF Oct 18, 2014 59 days to expiration 47 0 0.25 1.35 11 0.125 36.18 2000 -175120.00
YPF Oct 18, 2014 59 days to expiration 48 0 0.2 0.6 11 0.1 36.18 2000 -238400.00
YPF Oct 18, 2014 59 days to expiration 49 0 0.2 0.1 8 0.1 36.18 2000 -258400.00
YPF Oct 18, 2014 59 days to expiration 50 0 0.2 0.3 8,380 0.1 36.18 2000 -278400.00
YPF Oct 18, 2014 59 days to expiration 55 0 0.2 0 0 0.1 36.18 2000 -378400.00
YPF Jan 17, 2015 151 days to expiration 33 2.8 3.6 3.6 0 3.2 44.06 2000 4912.50
YPF Jan 17, 2015 151 days to expiration 34 2.4 3.2 3.3 213 2.8 44.06 2000 5185.71
YPF Jan 17, 2015 151 days to expiration 35 2.25 2.65 2.4 3,981 2.45 44.06 2000 5395.92
YPF Jan 17, 2015 151 days to expiration 36 1.75 2.55 2.45 51 2.15 44.06 2000 5497.67
YPF Jan 17, 2015 151 days to expiration 37 1.25 2.25 1.64 65 1.75 44.06 2000 6068.57
YPF Jan 17, 2015 151 days to expiration 38 1.3 1.9 1.5 655 1.6 44.06 2000 5575.00
YPF Jan 17, 2015 151 days to expiration 39 0.9 1.65 1.5 21 1.275 44.06 2000 5937.25
YPF Jan 17, 2015 151 days to expiration 40 1 1.25 1 5,972 1.125 44.06 2000 5217.78
YPF Jan 17, 2015 151 days to expiration 41 0.65 1.25 3.8 116 0.95 44.06 2000 4442.11
YPF Jan 17, 2015 151 days to expiration 42 0.4 1.2 1.95 3 0.8 44.06 2000 3150.00
YPF Jan 17, 2015 151 days to expiration 43 0.25 1.1 1.5 10 0.675 44.06 2000 1140.74
YPF Jan 17, 2015 151 days to expiration 44 0.2 0.9 2 4 0.55 44.06 2000 -1781.82
YPF Jan 17, 2015 151 days to expiration 45 0.15 0.9 0.65 700 0.525 44.06 2000 -5580.95
YPF Jan 17, 2015 151 days to expiration 46 0.05 0.7 1.25 1 0.375 44.06 2000 -12346.67
YPF Jan 17, 2015 151 days to expiration 47 0.05 0.7 0 0 0.375 44.06 2000 -17680.00
YPF Jan 17, 2015 151 days to expiration 48 0 0.6 1 21 0.3 44.06 2000 -28266.67
YPF Jan 17, 2015 151 days to expiration 49 0 0.55 1.2 66 0.275 44.06 2000 -37927.27
YPF Jan 17, 2015 151 days to expiration 50 0 0.5 0.9 45 0.25 44.06 2000 -49520.00
YPF Jan 17, 2015 151 days to expiration 55 0 0.4 0 0 0.2 44.06 2000 -111400.00
YPF Apr 17, 2015 240 days to expiration 33 2.55 5.2 0 0 3.875 53.63 2000 8647.74
YPF Apr 17, 2015 240 days to expiration 34 2.95 4.3 0 0 3.625 53.63 2000 8830.34
YPF Apr 17, 2015 240 days to expiration 35 2.25 3.8 0 0 3.025 53.63 2000 10317.36
YPF Apr 17, 2015 240 days to expiration 36 1.9 3.7 0 0 2.8 53.63 2000 10592.86
YPF Apr 17, 2015 240 days to expiration 37 1.65 3.6 0 0 2.625 53.63 2000 10670.48
YPF Apr 17, 2015 240 days to expiration 38 1.4 2.85 0 0 2.125 53.63 2000 12710.59
YPF Apr 17, 2015 240 days to expiration 39 1.05 3 0 0 2.025 53.63 2000 12449.38
YPF Apr 17, 2015 240 days to expiration 40 1.2 2.3 1.85 0 1.75 53.63 2000 13577.14
YPF Apr 17, 2015 240 days to expiration 41 0.7 2.1 1.65 0 1.4 53.63 2000 16042.86
YPF Apr 17, 2015 240 days to expiration 42 0.5 1.95 0 0 1.225 53.63 2000 16987.76
YPF Apr 17, 2015 240 days to expiration 43 0.55 1.8 0 0 1.175 53.63 2000 16093.62
YPF Apr 17, 2015 240 days to expiration 44 0.45 1.65 0 0 1.05 53.63 2000 16342.86
YPF Apr 17, 2015 240 days to expiration 45 0.3 1.55 1.14 0 0.925 53.63 2000 16659.46
YPF Apr 17, 2015 240 days to expiration 46 0.35 1.5 0 0 0.925 53.63 2000 14497.30
YPF Apr 17, 2015 240 days to expiration 47 0.25 1.4 0 0 0.825 53.63 2000 14072.73
YPF Apr 17, 2015 240 days to expiration 48 0.05 1.3 0 0 0.675 53.63 2000 14681.48
YPF Apr 17, 2015 240 days to expiration 49 0.15 1.2 0 0 0.675 53.63 2000 11718.52
YPF Jan 15, 2016 514 days to expiration 33 5 6.5 5.83 198 5.75 96.72 2000 20163.48
YPF Jan 15, 2016 514 days to expiration 35 4.4 5.3 5.2 733 4.85 96.72 2000 23451.55
YPF Jan 15, 2016 514 days to expiration 37 2.7 5 4 7 3.85 96.72 2000 29023.38
YPF Jan 15, 2016 514 days to expiration 40 2.15 3.6 3.64 368 2.875 96.72 2000 37457.39
YPF Jan 15, 2016 514 days to expiration 42 2.05 3.8 6 6 2.925 96.72 2000 35415.38
YPF Jan 15, 2016 514 days to expiration 45 2 2.45 2.39 378 2.225 96.72 2000 44489.89
YPF Jan 15, 2016 514 days to expiration 47 1.25 2.55 0 0 1.9 96.72 2000 50336.84
YPF Jan 15, 2016 514 days to expiration 50 1 2.15 4.5 261 1.575 96.72 2000 57326.98
YPF Jan 15, 2016 514 days to expiration 55 0.2 2.35 1.3 178 1.275 96.72 2000 63443.14