bearish call = Long x高的 call + short x低的call。本身这个头寸是一个net cash inflow 也就是一个credit spread,所以我们就用short x 低的call 赚一个期权费? 当股价下跌的时候,比如跌的很多,股价低于了执行价较低的期权,那么这两个option都不会行权,其中执行价比较高的call它的期权费是比较低的,而执行...
The math on calculating the breakeven on a short vertical call spread is fairly straightforward. Simply take the value of the short strike sold and add the credit you collected. Using our example: Short strike sold on a 5-point short put vertical:Sell the $110 call and the $115 call. ...