Bear Put Spread = Short Put (X_L)+ Long Put(X_H), 由于是看跌期权,行权价高的看跌期权期权费也更高,因此,Long put (X_H)付出的期权费大于Short put(X_L)收到的期权费,这样就出现了现金净流出的情况,我们把现金流流出的情况称之为debit spread。 构建Bear Put Spread的原因是预期价格会下行,为了减...
Bear Put Debit Spreads... Bear Put Debit Spread Profit Loss Graph The bear put spread strategy is a BEARISH strategy, where an investor will sell an At the Money (ATM) or slightly In the Money (ITM) PUT then buy a deeper ITM PUT. Since the PUT that is purchased is deeper ITM, the...
The Debit Spread Trade 借记价差交易。 Aside from trading a plain vanilla option, an FX trader can also create a spread trade. 除了交易普通的香草期权,外汇交易员还可以创建价差交易。 The first of these spread trades is ...
bear put spread, which is a debit spread (net initial outlay).solution:For debit spreads the maximum loss = net premium paid = $4.00 – $1.80 = $2.20.The difference between themaximum lossand the maximum profit is equal to the difference between the strikes,...
A bear put spread is also known as a debit put spread or a long put spread. Key Takeaways A bear put spread is an options strategy implemented by a bearish investor who wants to maximize profit while minimizing losses. A bear put spread strategy involves the simultaneous purchase and sale ...
Bear put spread A bear put spread consists of one long put with a higher strike price and one short put with a lower strike price. Both puts have the same underlying stock and the same expiration date. A bear put spread is established for a net debit (or net cost) and profits as the...
Bear Put SpreadThis is a strategy that you would employ if you believed the price of the underlying asset would go down moderately. ParaCrawl Corpus Thus, maximum profit for thebear put spreadoption strategy is equal to the difference in strike price minus the debit taken when the position was...
Bear Put Spread - Introduction option strategy Bull Call Spread expiration month Vertical Spread Debit Spread put options sell to open Out of the Money In the Money At The Money Find Options Strategies With Similar Risk Profiles Bear Put Spread - Classification ...
Worth noting: The “bear put spread” strategy is also known as a “debit put spread” and as a “long put spread.” The term “bear” refers to the fact that the strategy profits with bearish, or falling, stock prices. The term “debit” refers to the fact that the strategy is cre...
Bear call spread has similar payoff profile to bear put spread. The difference is that the latter is made up of puts rather than calls and it is a debit spread (has negative initial cash flow). Bear call spread can be considered a hedged (more conservative) version of a simple short (...