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506
OEX: 712
Part V: Index Options and Futures
OLX: 142.40
OLX 2-year LEAPS options:
Dec 140 call: 30
Dec 150 call: 26.5
Dec 160 call: 20.5
Note that striking prices of 140, 150, and 160 for OLX correspond to 700, 750, and
800 for OEX itself. Also, if a 2-year OEX Dec 700 call existed, it would sell for
approximately five times as much as the OLX Dec 140 call, or about 150 points (5
times 30). This is why the LEAPS options use reduced-value strikes, because very
few people would have interest in trading an at-the-money option that cost 150
points ($15,000).
FUTURES
We will now take a look at how futures contracts work. This section will be concerned
only with cash-based index futures; futures for physical delivery are included in a
later chapter. The ordinary stock investor might think that he will be able to employ
index option strategies without getting involved in futures. While it may be possible
to avoid futures, the strategist will realize that they are a necessary part of the entire
index-trading strategy. Thus, in order to be completely prepared to hedge one's posi­
tions and to operate in an optimum manner, the use of index futures or index futures
options is a necessary complement to nearly all index strategies.
A comnwdities futures contract is a standardized contract calling for the deliv­
ery of a specified quantity of a certain comnwdity at some future time. The older,
more conventional types of commodities contracts were futures on grains, meats, and
metals. In recent years, futures have expanded extensively and have encompassed
financial securities - bonds, T-bills, Eurodollar Time Deposits, etc. Most recently,
futures have been issued that are cash-based; that is, no actual commodity is deliver­
able. Rather, the contract settles for cash. Some of these cash-based futures contracts
have stock market indices as their underlying 'commodity. "It is this latter type of
future that will be the subject of the examples in this section, although the basic facts
regarding futures are applicable to all futures contracts, cash-based or not.
Several types of traders or investors use futures contracts. One is the specula­
tor: He is able to generate tremendous leverage with futures and may be able to cap­
italize on small swings in the price of the underlying commodity. Another is the true
hedger: He is a dealer in the actual underlying commodity and uses futures to hedge
his price risk. This is the more economic function of futures. Examples of hedges for
physical commodities as well as stocks will be presented in later chapters. However,