如果股价继续往上走,那么sell call option的买方会行权,我最大的收益依然是300美金,也是我PNL最大值是300美金,而最小PNL是-200美金。这个策略一般适用于你预测价格会上升单不会上升太高, 上面的 sell call option操作只是未来用来降低期权手续费。 具体可以看下下面这张图: 然后我们来看下 callcredit spread! 跟...
If you have closed the short option half of the trade you may want to consider holding the long option to possibly profit from continued directional momentum in the underlying. However, the danger of a bear call spread is that the underlying will correct and whipsaw in the other direction. ...
题目 What is the value of the credit spread call option to an owner of USD10 million of Stedman bonds one year after bond issuance? A. 0, they are out-of-the-money. B. USD64,000. C. USD128,000. 相关知识点: 试题来源: 解析 C 略 反馈 收藏 ...
-credit derivative:total return swap, credit spread swap(holder=long a call option), credit default swap, credit linked note -ABS:ABS holder=seller/writer of put option (5)Option相关术语: Exercise price/strike price/striking price/strike:行权价;合同上事先定义; ...
Bear Call Spread Strategy A Bear Call Spread is a similar trade used to trade an expected fall in a stock’s price, at minimal risk. It involves selling a call option and buying another with a higher strike price. Note that this is a credit spread: ie that we receive money for a...
Diagonal Put Spread Under this strategy, an investor buys a long-term put option and sells near-term put options with a higher strike price. This strategy work similarly to the bear calendar put spread. The only difference being the near-term outlook in the diagonal spread is a little more...
The Bear Call Spread Strategy is also known as a Bear Call Credit Spread. It is an options strategy designed to benefit from a stock’s neutral to bearish movement. Essentially, it involves selling a call option at a lower strike price while buying another call option at a higher strike pr...
Long Call Ladder Spread - ClassificationType of Strategy : Bullish | Type of Spread : Vertical Spread | Debit or Credit : Debit The Long Call Ladder Spread is part of the "Ladder Spreads" family. Ladder Spreads add an additional further out of the money option on top of two legged ...
A bear call spread, or a bear call credit spread, is a type of options strategy used when an options trader expects a decline in the price of an underlying asset. A bear call spread is performed by simultaneously selling a call option and buying another call option at a higher strike pri...
Spreads: Use option spreads to limit risk. For example, a call credit spread involves selling a call option and simultaneously buying another call option with a higher strike price. This caps your maximum loss at the difference between the two strike prices minus the net premium received. ...