同样的,Bear spread 具体又分为Bear call spread(熊市看涨价差期权)和Bear put spread(熊市看跌价差期权)。不论是bear call spread还是bear put spread,它们都满足bear spread的特征,即买入行权价高的期权,卖出行权价低的期权,简记为买高卖低。当使用bear call spread时,使用的两个期权都需要是看涨期权;同理,be...
bear call spread空头买权差价交易 指投资人买一个履约价较高的买权,同时卖出一个履约价较低的买权。 bear spread空头差价 是一种在选择权(*option)市场上预期商品价格会下跌时所采取的获利策略。若投资者预期商品价格将会下跌,则可买入同一种商品,但具不同履行价格(*exercise price)的买入选择权 ...
我们发现有机构交易员进行了价值 12 亿美元的熊市看涨期权差价交易 (Bear Call Spread),交易者通过卖出一个看涨期权,行权价880美元,同时买入另一个行权价更高的看涨期权来建立价差,行权价950美元,这是一种 “信用 ”价差,因此交易者的收益不会超过交易头寸的净权利金。他们的潜在损失以执行价格的差异为上限。当...
As a bearish vertical spread strategy, a bear put spread capitalizes on a falling stock price. This strategy is also called a bear put debit spread, because the setup results in a net outflow of cash: options purchased exceed options written. To facilitate a bear put spread, a trader purc...
Bear Put Spread vs. Bear Call Spread Another strategy called a bear put spread involvesbuying a put optionat a higher strike price while selling another put option at a lower strike price. Unlike the bear call spread, this requires an initial investment, known as a debit, since the cost of...
昨天有投资者提问如果对中国平安的走势不是很乐观,可采取何种策略?实际上我们在之前以股指期权为例给大家介绍过bear call spread和bear putspread,今天以中国平安为例,给大家介绍bear call spread。 行情研判:中国平安持续在36元左右,如图,且近段时间行情不明朗,均线压力较大,对未来行情走势偏空;但判断不会大跌,会...
Bear call, bear put spread, BUSINESS TIMES
Bear Call Spread: 是不是应该:max profit:XL-XH+CL-CH max loss: CL-CHPPT是不是写反了添加评论 0 0 1 个答案 李坏_品职助教 · 2024年07月21日 嗨,爱思考的PZer你好: 没有写反。 Bear call spread是在较低的行权价格XL卖出一份call(call 1),并且在较高的行权价格XH买入一份call(call 2)...
单词 bear call spread 释义bear call spread 熊市认购期权跨价组合 (港) 随便看 predator predatory pricing pre-deal research predefined futures calendar spreads predetermined penalty pre-emption pre-emptive adjustment pre-emptive audit pre-emptive basis pre-emptive bid pre-emptive right pre-empt resources...
The bear call spread is a vertical spread options strategy where the investor sells a lower strike price call option, represented by point A, and buys a higher strike price call option, point B, within the same expiration month. The investor will receive