期权里面的概念，分别对应in the money实值，at the money 平值， out the money虚值。代表着投资者...
SPY ~90day at-the-money put = 2% 1. long 30day/90day atm put only: Paying 1/2% premium in exchange for an approximately 100x/50x downward leverage for 30/90 days, with no risk exposure beyond the premium paid for the option. 2. long 30day/90day atm put + long SPY: Offsetting A...
In the money: 与underlying的current price相比，option的strike price具有有利的价值对call option来说...
This page explains what it means for an option to be in the money (ITM), at the money (ATM), or out of the money (OTM) – the concept of option moneyness. On this page: Option moneyness In the money options ITM call options – lower strikes ITM put options – higher strikes How ...
at-the-money 平价；评价；平价期权；价平 at-the-money option 等价期权； 平价期权 英文解释 DEFINITION of 'At The Money'A situation where an option's strike price is identical to the price of the underlying security. Both call and put options will be simultaneously "at the money....
attest 证实 atthemoney option 已保本的选择权 attic floor 屋顶层 ... www.foodmate.net|基于17个网页 2. 平价期权 英语词汇-财经类词汇--口语-ICFE... ... attestation 见证;见证条款 atthemoney option 平价期权 attorney 受权人;受托代表人 ... yy.china-b.com|基于2个网页...
1. In the Money (ITM, "在价内"): ·对于看涨期权 (Call Option):如果底层资产的当前市场价格高于期权的行权价,那么这个期权就被称为在价内。 ·对于看跌期权 (Put Option):如果底层资产的当前市场价格低于期权的行权价,那么这个期权就被称为在价内。 ·在价内的期权具有内在价值。 2. At the Money ...
option at the money的意思是在钱上的选择权，期权delta标准计算公式B-S-M定价公式C=S N(d1)-X·exp(-r·T)·N(d2)。根据公式算出来的结果。Delta值（δ 又称对冲值：是 标的资产 变动时， 价格的变化 幅度 。用 公式表示：Delta=期权价格变化/期货价格变化。期权的风险指标通常用希腊字母来...
Summary At-The-Money-Forward (ATMF) options are the most liquid of the FX options, and also have the longest trading history. They are the simplest to value of all the FX option contracts. A person who buys an ATMF call option on an FX rate will receive a payoff if the FX rate ...
对于call option(看涨期权)来说:at the money: S_{t}= K in the money: S_{t}>K out-of-the money: S_{t}<K 其中, S_{t}: 股票在t时刻的市场价值 K:行使价格 (strike price)解释: 以ITM (in the money…