在期权的立体交易世界中,CALL/PUT SPREAD是非常实用而且收益率良好的期权策略,也是期权交易员的基础必修课。让我们来系统梳理下这些期权策略本身如何交易。 Put Spread 认沽价差(看跌价差) 看跌价差是一种期权价差策略,它是在同时买卖相同数量的看跌期权时创建的。与利润潜力无限的看跌期权买入策略不同,看跌价差产生的最...
Call and Put Spreads are popular options strategies. Under these strategies, an investor buys and sells an equal number of calls or putsoptionto make a profit. Both the strategies (call spread and put spread) share the same characteristics, such as they are less risky. But, they offer lower...
【期权交易 * 常见策略】#2.2 Married Put-Covered Put-Naked Put #美股 #赚钱 #option #期权 12:25 【期权交易 * 常见策略】#2.3 Bull Call-put Spread ~~特斯拉call spread 实盘操作 22:55 【期权交易 * 常见策略】#2.4 Bear Put-call Spread 12:40 【期权交易 * 常见策略】2.5 call backspread ...
--期权中,买入虚值(价外/Out the money/OTM)期权中比较靠近当前股价的行权价的Put,同时卖出更远的行权价的Put等量头寸,被称为Put Spread。Call Spread是同样道理类推。 --期权中,平仓(卖出)高行权价的Put同时,买入更低行权价的等量头寸Put,被称为展价。 他们的统一特点是:都是同一个标的物(股票/期货/债...
However, if the stock is above $127.50, the final value of the spread would be less than the $2.50 paid, and the trade would have made a loss. We covered the bear put spread in more detail here. 2. Calendar (Horizontal) Spread Strategies Calendar spread is so called because of ...
铁秃鹰期权策略是由卖Put Spread和卖Call Spread来定义一个获利区间,只要在期权截止前股价波动不大,股价维持在卖Put和Call的合约价之间,卖出的四个期权贬值后,卖家就会获利。 我们来复习一下卖看涨Put Spread和看跌Call Spread的获利机会,当我们卖看跌Call Spread时会先得到收入,只要股价在期权截止前不涨,Call垂直价...
他这里的意思是bull spread或者bearish spread是使用同一个到期日的option,所以并没有利用长短期波动不同而获利。当然,首先也是要基于市场的一个观点,才能判断是采用哪种策略。 举例,比如对未来三个月预计市场是牛市,选择采用bull call spread(= long call at XL + short call at XH),这里的两个call只是执行价格...
对于call和put spread,这里还需要区分bullish和bearish。 在bullish的情况下,我们都是long执行价格低的option,short执行价格高的option。那么如果是bull call spread,long执行价格低的option一般就是ATM的option,short执行价格高的option就是OTM的option;如果是bull put spread,那么long执行价格低的option就是OTM的option,...
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