Cash-secured Put: 卖方拥有一定的现金,同时卖出标的资产的看跌期权,如果标的资产跌破strike price,买方会行权从而卖方会以高于市场价买入标的资产从而会造成亏损,如果标的资产价格没有跌破strike price,那么卖方会最终获利,因为收取了买方的期权手续费。 然后我们来解释下call debit spread 策略: 这个策略一般适用于你觉得...
Understand the advantages of bull call spreads with this informative guide by PowerOptions - your trusted source for all bull spreads strategy information.
牛市价差(debit call spread)的前提是明显看多,一般来说买入一个价内的0.6delta的call, 卖出一个0.3delta的call ,整体的delta为正,而theta并不是考虑的关键,接近于零就可以了,成本大约是宽度的一半,所以有用1块钱去博1块钱的说法。你的这两个选择都基本符合上面的条件,但我可能会选3.7/4.0:a: 成本少,但...
然后debit spread 叫做借方价差,这个spread有cash payment,即有现金流的支出;credit spread 叫做贷方价差,这个spread有cash inflow,即现金流的流入。 Bull spread 下的 bull call构成是long行权价低的call,short 行权价高的call,我们知道对于call option,行权价越低则越贵,所以就是说这个bull call策略我们是买了一...
Bull Spread – All You Should Know Credit Spread vs Debit Spread – All You Need to Know Straddle vs Strangle – Differences, Example and More Put Options – Meaning, How it Works, Strategies, and More Strip and Strap Put and Call Options...
The breakeven for a bull call spread is the lower strike price plus the cost of the trade. Breakeven = long call strike + net debit paid Example A 55-65 call spread costing $2.50 would consist of buying a 55-strike price call and selling a 65 strike price call, have a $10 wide str...
If constructed using calls, it is a bullcallspread. From Wikipedia This example is from Wikipedia and may be reused under a CC BY-SA license. If the bullcallspreadis done so that both the sold and bought calls expire on the same day, it is a vertical debitcallspread. ...
The “bull call spread” strategy has other names. It is also known as a “long call spread” and as a “debit call spread.” The term “bull” refers to the fact that the strategy profits with bullish, or rising, stock prices. The term “long” refers to the fact that this strateg...
Bull Call Spread Strategy A Bull Call Spread is a simple option combination used to trade an expected increase in a stock’s price, at minimal risk. It involves buying an option and selling a call option with a higher strike price; an example of a debit spread where there is a net ...
the options expire, unlike in a bull call spread, where the trader pays a premium hoping to profit when the options expire. Both strategies are moderately bullish, the only major difference being that the bull put spread is a credit strategy while the bull call spread is a debit strategy. ...