这里的collar和put spread中,long put的头寸都是为了保护股价低于现价的一个风险,而short call和short put的主要目的就是为了降低期权费。如果在bear spread中使用更高行权价格的期权,那么费用会有大幅度的一个上升,同时这个投资者也并没有说希望在股价下跌时还能获得比现在的25.12更高的一个收益保证,所以对于long p...
属于收入策略；领圈套利collar是用sell call收到的钱支付buy put的钱，属于锁仓策略。
价差期权(Spread ) 同covered call与collar之间的转换相似,short put策略在市场偏离预期大幅下行时,投资者可以买入一个行权价更低的put来规避标的价格继续下跌的风险,此时形成的组合为牛市价差(bull spread)。较为谨慎或交易频率较低的投资者可以在建仓时直接买入bull spread组合,锁定下行风险。 bull spread同样可以通过...
Bear Call Credit Spreads Screener helps find the best bear call spreads with a high theoretical return. A bear call spread is a credit spread created by purchasing a higher strike call and selling a lower strike call with the same expiration date.
Spread, the Horizontal Call Time Spread exceeds the profitability of a Diagonal Call Time Spread significantly when the underlying stock remains totally stagnant. As such, if you think a stock is going to stay extremely stagnant, the Horizontal Call Time Spread would be your options trading ...
Costless Collar (Zero-Cost Collar) 零领口策略 Bull Put Spread 牛市认沽价差期权 激进的看涨期权价差 通过扩大两个看涨期权的执行价格之间的差异,可以进入更激进的牛市价差头寸。然而,这也意味着股票价格必须更大程度地向上移动,交易者才能实现最大的利润。 信用牛市价差(Bull Spread on a Credit) 牛市看涨期权价...
The higher the strike price of the out of the money call options shorted in a Call Ratio Spread, the higher the maximum profit attainable by the Call Ratio Spread will be if the initial net credit is kept the same. However, that also means that the stock needs to rally more in order ...
bull spread或者straddle这种同时包含两种以上opion的策略中,call和option的期权费(分为long还是short)应该谁高谁低呢?怎么记忆理解? 例如:bull spread是同类option,那long call at low X和short call at high X的两个option,谁的期权费更高?long straddle中,long call+long put,call和put谁的期权费高?collar中...
張貼在 選擇權, 財經 | 標記 CALL, Covered CALL, delta, diagonal call spread, expiration date, ITM, OTM, short CALL, Strike Price | 7 則迴響 選擇權策略複習實例 – Covered CALL, Collar, Calendar Spread, Diagonal Spread Posted on 2013 年 05 月 05 日 by Ccantoniochen 閱讀本文之前, 請先...
Bull Call Spread Bear Call Spread Bear Put Spread Bull Put Spread Protection Strategies Married Put Protective Collar Straddle and Strangle Long Straddle Short Straddle Long Strangle Short Strangle Horizontal Strategies Long Call Calendar Long Put Calendar Long Call Diagonal Short Call Diagonal Long ...