9.1 Introduction to Futures and Options Markets, 3rd Edition © 1997 by John C. Hull Different Strategies involving two or more options of same type (Spread) © 2002 South-Western Publishing 1 Chapter 4 Option Combinations and Spreads. 指導教授:張上財 班級:碩研財金一甲 學生:郭宜欣 學號: ...
As a reminder, we never know the direction of the moves ahead. But we can estimate the magnitude of the move using the ATR (average true range) as measured on the weekly chart. We also study the implied moves that the market makers have priced into the move. ...