Fixes dollar sign rendering

Author: AlexCatarino

03 Writing Algorithms/22 Trading and Orders/08 Option Strategies/01 Bear Call Spread/03 Strategy Payoff.html

@@ -28,7 +28,7 @@
 $$
 <br>
 <p>The following chart shows the payoff at expiration:</p>
-<p>In this example, the underlying stock price is $1,078.92. You sell an ITM call at a strike of $1,125.00 for $57.80 and buy an OTM call at a strike of $1,197.50 for $26.90.</p>
+<p>In this example, the underlying stock price is <span>$1,078.92</span>. You sell an ITM call at a strike of <span>$1,125.00</span> for <span>$57.80</span> and buy an OTM call at a strike of <span>$1,197.50</span> for <span>$26.90</span>.</p>
 <img class="docs-image" src="https://cdn.quantconnect.com/docs/i/writing-algorithms/trading-and-orders/option-strategies/bear-call-spread.png" alt="Bear Call Spread strategy payoff at expiration">
 
 <p>The maximum profit is the net credit you receive from opening the trade, $C^{ITM}_0 - C^{OTM}_0$. If the price declines, both calls expire worthless.</p>

03 Writing Algorithms/22 Trading and Orders/08 Option Strategies/02 Bear Put Spread/03 Strategy Payoff.html

@@ -28,7 +28,7 @@
 $$
 <br>
 <p>The following chart shows the payoff at expiration:</p>
-<p>In this example, the underlying stock price is $829.08. You sell an OTM put at a strike of $767.50 for $4.60 and buy an ITM put at a strike of $835.00 for $40.00.</p>
+<p>In this example, the underlying stock price is <span>$829.08</span>. You sell an OTM put at a strike of <span>$767.50</span> for <span>$4.60</span> and buy an ITM put at a strike of <span>$835.00</span> for <span>$40.00</span>.</p>
 <img class="docs-image" src="https://cdn.quantconnect.com/docs/i/writing-algorithms/trading-and-orders/option-strategies/bear-put-spread.png" alt="Bear Put Spread strategy payoff at expiration">
 
 <p>The maximum profit is $K^{ITM} - K^{OTM} + P^{OTM}_0 - P^{ITM}_0$. If the underlying price is below than the strike prices of both put Option contracts, they are worth $(K - S_T)$ at expiration.</p>

03 Writing Algorithms/22 Trading and Orders/08 Option Strategies/03 Bull Call Spread/03 Strategy Payoff.html

@@ -28,7 +28,7 @@
 $$
 <br>
 <p>The following chart shows the payoff at expiration:</p>
-<p>In this example, the underlying stock price is $829.08. You sell an OTM call at a strike of $835.00 for $3.00 and buy an ITM call at a strike of $767.50 for $41.00.</p>
+<p>In this example, the underlying stock price is <span>$829.08</span>. You sell an OTM call at a strike of <span>$835.00</span> for <span>$3.00</span> and buy an ITM call at a strike of <span>$767.50</span> for <span>$41.00</span>.</p>
 <img class="docs-image" src="https://cdn.quantconnect.com/docs/i/writing-algorithms/trading-and-orders/option-strategies/bull-call-spread.png" alt="Bull Call Spread strategy payoff at expiration">
 
 <p>The maximum profit is $K^{OTM} - K^{ITM} + C^{OTM}_0 - C^{ITM}_0$. If the underlying price increases to exceed both strikes at expiration, both calls are worth $(S_T - K)$ at expiration.</p>

03 Writing Algorithms/22 Trading and Orders/08 Option Strategies/04 Bull Put Spread/03 Strategy Payoff.html

@@ -28,7 +28,7 @@
 $$
 <br>
 <p>The following chart shows the payoff at expiration:</p>
-<p>In this example, the underlying stock price is $829.08. You sell an ITM put at a strike of $835.00 for $35.50 and buy an OTM put at a strike of $767.50 for $5.70.</p>
+<p>In this example, the underlying stock price is <span>$829.08</span>. You sell an ITM put at a strike of <span>$835.00</span> for <span>$35.50</span> and buy an OTM put at a strike of <span>$767.50</span> for <span>$5.70</span>.</p>
 <img class="docs-image" src="https://cdn.quantconnect.com/docs/i/writing-algorithms/trading-and-orders/option-strategies/bull-put-spread.png" alt="Bull Put Spread strategy payoff at expiration">
 
 <p>The maximum profit is the net credit you received when opening the position, $P^{ITM}_0 - P^{OTM}_0$. If the underlying price is higher than the strike prices of both put contracts at expiration, both puts expire worthless.</p>

03 Writing Algorithms/22 Trading and Orders/08 Option Strategies/05 Long Call Butterfly/03 Strategy Payoff.html

@@ -33,7 +33,7 @@
 $$
 <br>
 <p>The following chart shows the payoff at expiration:</p>
-<p>In this example, the underlying stock price at expiration is $829.08. You buy an OTM call at a strike of $767.50 for $4.90, sell 2 ATM calls at a strike of $800.00 for $15.00 each, and buy an ITM call at a strike of $832.50 for $41.00.</p>
+<p>In this example, the underlying stock price at expiration is <span>$829.08</span>. You buy an OTM call at a strike of <span>$767.50</span> for <span>$4.90</span>, sell 2 ATM calls at a strike of <span>$800.00</span> for <span>$15.00</span> each, and buy an ITM call at a strike of <span>$832.50</span> for <span>$41.00</span>.</p>
 <img class="docs-image" src="https://cdn.quantconnect.com/docs/i/writing-algorithms/trading-and-orders/option-strategies/long-call-butterfly.png" alt="Long Call Butterfly strategy payoff at expiration">
 <p>The maximum profit is $K^{ATM} - K^{ITM} + 2\times C^{ATM}_0 - C^{ITM}_0 - C^{OTM}_0$. It occurs when the underlying price is the same price at expiration as it was when opening the position and the payouts of the bull and bear call spreads are at their maximum.</p>
 <p>The maximum loss is the net debit paid: $2\times C^{ATM}_0 - C^{ITM}_0 - C^{OTM}_0$. It occurs when the underlying price is less than ITM strike or greater than OTM strike at expiration.</p>

03 Writing Algorithms/22 Trading and Orders/08 Option Strategies/06 Short Call Butterfly/03 Strategy Payoff.html

@@ -33,7 +33,7 @@
 $$
 <br>
 <p>The following chart shows the payoff at expiration:</p>
-<p>In this example, the underlying stock price at expiration is $829.08. You buy an OTM call at a strike of $767.50 for $4.90, sell 2 ATM calls at a strike of $800.00 for $15.00 each, and buy an ITM call at a strike of $832.50 for $41.00.</p>
+<p>In this example, the underlying stock price at expiration is <span>$829.08</span>. You buy an OTM call at a strike of <span>$767.50</span> for <span>$4.90</span>, sell 2 ATM calls at a strike of <span>$800.00</span> for <span>$15.00</span> each, and buy an ITM call at a strike of <span>$832.50</span> for <span>$41.00</span>.</p>
 <img class="docs-image" src="https://cdn.quantconnect.com/docs/i/writing-algorithms/trading-and-orders/option-strategies/short-call-butterfly.png" alt="Short Call Butterfly strategy payoff at expiration">
 
 <p>The maximum profit is the net credit received: $C^{ITM}_0 + C^{OTM}_0 - 2\times C^{ATM}_0$. It occurs when the underlying price is less than ITM strike or greater than OTM strike at expiration.</p>

03 Writing Algorithms/22 Trading and Orders/08 Option Strategies/07 Long Put Butterfly/03 Strategy Payoff.html

@@ -32,7 +32,7 @@
 $$
 <br>
 <p>The following chart shows the payoff at expiration:</p>
-<p>In this example, the underlying stock price at expiration is $829.08. You buy an ITM put at a strike of $832.50 for $37.80, sell 2 ATM puts at a strike of $800.00 for $14.70 each, and buy an OTM put at a strike of $767.50 for $5.70.</p>
+<p>In this example, the underlying stock price at expiration is <span>$829.08</span>. You buy an ITM put at a strike of <span>$832.50</span> for <span>$37.80</span>, sell 2 ATM puts at a strike of <span>$800.00</span> for <span>$14.70</span> each, and buy an OTM put at a strike of <span>$767.50</span> for <span>$5.70</span>.</p>
 <img class="docs-image" src="https://cdn.quantconnect.com/docs/i/writing-algorithms/trading-and-orders/option-strategies/long-put-butterfly.png" alt="Long Put Butterfly strategy payoff at expiration">
 <p>The maximum profit is $K^{ATM} - K^{OTM} + 2\times P^{ATM}_0 - P^{ITM}_0 - P^{OTM}_0$. It occurs when the underlying price is the same at expiration as it was when you open the trade. In this case, the payout of the combined bull put and bear put spreads are at their maximum.</p>
 <p>The maximum loss is the net debit paid, $2\times P^{ATM}_0 - P^{ITM}_0 - P^{OTM}_0$. It occurs when the underlying price is below the ITM strike price or above the OTM strike price at expiration.</p>

03 Writing Algorithms/22 Trading and Orders/08 Option Strategies/08 Short Put Butterfly/03 Strategy Payoff.html

@@ -33,7 +33,7 @@
 $$
 <br>
 <p>The following chart shows the payoff at expiration:</p>
-<p>In this example, the underlying stock price at expiration is $829.08. You buy an ITM put at a strike of $832.50 for $37.80, sell 2 ATM puts at a strike of $800.00 for $14.70 each, and buy an OTM put at a strike of $767.50 for $5.70.</p>
+<p>In this example, the underlying stock price at expiration is <span>$829.08</span>. You buy an ITM put at a strike of <span>$832.50</span> for <span>$37.80</span>, sell 2 ATM puts at a strike of <span>$800.00</span> for <span>$14.70</span> each, and buy an OTM put at a strike of <span>$767.50</span> for <span>$5.70</span>.</p>
 <img class="docs-image" src="https://cdn.quantconnect.com/docs/i/writing-algorithms/trading-and-orders/option-strategies/short-put-butterfly.png" alt="Short Put Butterfly strategy payoff at expiration">
 
 <p>The maximum profit is the net credit received, $P^{ITM}_0 + P^{OTM}_0 - 2\times P^{ATM}_0$. It occurs when the underlying price is below the ITM strike or above the OTM strike at expiration.</p>

03 Writing Algorithms/22 Trading and Orders/08 Option Strategies/09 Long Call Calendar Spread/03 Strategy Payoff.html

@@ -26,7 +26,7 @@
 $$
 <br>
 <p>The following chart shows the payoff at expiration:</p>
-<p>In this example, you buy a longer-term call at a strike of $800.00 for $20.00 and sell a shorter-term call at the same strike for $11.30.</p>
+<p>In this example, you buy a longer-term call at a strike of <span>$800.00</span> for <span>$20.00</span> and sell a shorter-term call at the same strike for <span>$11.30</span>.</p>
 <img class="docs-image" src="https://cdn.quantconnect.com/docs/i/writing-algorithms/trading-and-orders/option-strategies/long-call-calendar-spread.png" alt="Long Call Calendar Spread strategy payoff at expiration">
 <p>The maximum profit is undetermined because it depends on the underlying volatility. It occurs when $S_T = S_0$ and the spread of the calls are at their maximum.</p>
 <p>The maximum loss is the net debit paid, $C^{\textrm{short-term}}_0 - C^{\textrm{long-term}}_0$. It occurs when the underlying price moves very deep ITM or OTM so the values of both calls are close to zero.</p>

03 Writing Algorithms/22 Trading and Orders/08 Option Strategies/10 Short Call Calendar Spread/03 Strategy Payoff.html

@@ -26,7 +26,7 @@
 $$
 <br>
 <p>The following chart shows the payoff at expiration:</p>
-<p>In this example, you buy a longer-term call at a strike of $800.00 for $20.00 and sell a shorter-term call at the same strike for $11.30.</p>
+<p>In this example, you buy a longer-term call at a strike of <span>$800.00</span> for <span>$20.00</span> and sell a shorter-term call at the same strike for <span>$11.30</span>.</p>
 <img class="docs-image" src="https://cdn.quantconnect.com/docs/i/writing-algorithms/trading-and-orders/option-strategies/short-call-calendar-spread.png" alt="Short Call Calendar Spread strategy payoff at expiration">
 
 <p>The maximum profit is the net credit received, $C^{\textrm{long-term}}_0 - C^{\textrm{short-term}}_0$. It occurs when the underlying price moves very deep ITM or OTM so the values of both calls are close to zero.</p>