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...
【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 ...
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...
if an investor wishes to sell out of their position in a stock when the price rises above a certain level, they can incorporate what is known as a covered call strategy. Many advanced options strategies such as iron condor, bull call spread, bull put spread...
This trader has now put together a bull call spread with the initial values: In-the-money option: $300 Out-of-the-money option: $200 Total initial debit (position): $100 Net premium: $1 per share The Maximum Loss of a Bull Call 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,...
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 ...
SpreadRates of returnPut & call optionsPortfolio performancePortfolio managementAlthough the amount of literature dealing with the subject of puts and calls has grown considerably, very little has appeared on the technique of spreading, an investmen...
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 ...
put option 的需求增大，可能是put Implied Vol 增大，从而使Call Put Implied Vol Spread增大。