Put option是個讓賣權擁有者在合約截止前以履約價賣掉100股的權利。 以現在AAPL的價格來看,如果我們購買$120下個月到期的Put option,購買這個選擇權合約每一股需要花費$1.58,不過因為每個合約是100股所以總共花費$158。 從獲利分析來看買Put option和做空股票類似,當股價在下個月以前跌破$120,你履約Put option時可...
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...
是call option 购买选择权的意思; [英][k :l p n][美][k l ɑp n] If it rises， the stock could be sold to the holder of the call option. 如果股价上升，就可以将该股票卖给看涨期权的持有者。1、看涨期权 看涨期权(call option)是指赋予期权的买方在预先规定的时间以执行价格从期...
对于collar而言就是持有标的物的基础上long put+short call,那么我们是long ATM的put,short OTM的call。 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,shor...
Calendar (Horizontal) Put Spread In this strategy, an investorbuys a long-term put option and sells a near-term put option. Both options have identical strike prices. We can further classify this strategy into: Neutral Calendar Put Spread ...
比如教材中关于bear spread策略,有一个put option来构建的,此时买入的执行价格高的put,必然在此时是ITM的,虽然咱们是long的一方,那咱们的对手方也是short的一方,他也是会愿意卖出这样一个期权的,道理是一样的哈。 所以这里即便卖出的call是ITM的也不影响策略的构建。 ---虽然现在很辛苦,但努力过的感觉真的很好,...
call spread A binary call option is, at long expirations, similar to a tightcallspreadusing two vanilla options. From Wikipedia This example is from Wikipedia and may be reused under a CC BY-SA license. The bullcallspreadand the bull put spread are common examples of moderately bullish strat...
If you think going long on both put and call options is too expensive, you could combine the above with the shorting of a higher strike price call option and a lower strike price put option to create what is known as a Reverse Iron Butterfly Spread which is capable of furthering the ...
期权call和期权put的比较Call option和put option是两种相反的期权，它们的区别在于行权价格和标的资产价格...
Monitor the Position and the Market: After the bull call spread is established, traders monitor the option values, the price of the underlying, and the overall market. In the case of this options strategy, the goal is for the asset’s price to rise, allowing the trader to profit from the...