4. 风险 - 在近期期权到期之前如果股票价格有实质性上涨,近期期权由于是in the money,因此有被指派的可能,最好将近期期权买入平仓,而剩下的远期期权则视情况而定,如果判断标的股票这一波涨势已尽,则可以同时卖出平仓;如果判断标的股票这一波涨势未尽,则可以继续持有,同时期待该股票价格的大幅上涨带来持有的call盈利飙...
How To Use Calendar Call Spread?Diagonal Calendar Call Spread In this version of the Calendar Call Spread, all you have to do is to purchase an In the Money (ITM) LEAP and then sell At the Money (ATM) or Out of the Money (OTM) near term calls against the LEAP. ...
calendar call spread专业释义 <金融> 日历式看涨差额;日历式看涨期权套做词条提问 欢迎你对此术语进行提问>> 行业词表 石油纺织轻工业造纸采矿信息学农业冶金化学医学医药地理地质外贸建筑心理学数学机械核能汽车海事消防物理生物学电力电子金融财会证券法律管理经贸人名药名解剖学胚胎学生理学药学遗传学中医印刷商业商务大气...
疏忽了,挂着的Jan17/Feb21 120 的Calendar Call Spread没来得及改单,被2.00卖掉了,浮盈66%,可能会错掉后面的行情。 $拼多多(PDD)$ 我对拼xx没什么好感,但PDD跌到这个位置值得赌一把,又不想占用太多资金,于是买了Jan17/Feb21 120 的Calendar Call Spread@1.20....
这里可以理解为,Long Dec call,是对12月以后看涨期权吗?添加评论 0 0 1 个答案 pzqa27 · 2024年07月26日 嗨,从没放弃的小努力你好: 这里的Calendar spread,long Dec call option,是指从0-12的这个option吗?还是2月到12月的call option的? 是0-12的option 这里可以理解为,Long Dec call,是对12...
7.5看涨期权对角价差(DiagonalCalendarCallSpread) 1 2024-07 7.4看涨期权水平价差(HorizontalCalendarCallSpread) 1 2024-07 7.3卖出飞碟式(ShortGut) 1 2024-07 7.2卖出宽跨式(ShortStrangle) 2 2024-07 7.1卖出跨式(ShortStraddle) 0 2024-07 6.14反向铁信天翁式价差(ReverseIronAlbatrossSpread) ...
With other things being equal, a fall in the underlying is likely to be beneficial as it would tend to decrease the value of an out-of-the-money call calendar spread and vice versa. A fall in volatility would tend to decrease the value of an out-of-the-money call calendar spread and...
6.5卖出看涨期权水平价差(ShortHorizontalCalendarCallSpread) 02024-07 6.4买入飞碟式期权(LongGut) 02024-07 6.3买入宽跨式(LongStrangle) 02024-07 6.2买入跨式期权(LongStraddle) 12024-07 6.1大波动策略(VolatileOptionsStrategy)简介 02024-07 5.8熊市看跌期权梯形价差(BearPutLadderSpread) 02024-07 5.7空头看跌期...
），有个Calendar的例子，是卖出7月195Call+ 买入9月195Call。当时的标的价格是195.44，可以当成近似...
Long position: Holding an option you bought means you are “long” in that option. Short position: Selling an option contract you don’t yet own creates a “short” position. The typical calendar spread trade involves the sale of an option (either a call or put) with a near-term expirat...