当股价S<10元/股时,期权处于out of the money状态,期权持有人不会行权。 当股价S=10元/股时,期权处于at the money状态,处于行权的临界点。 put option,X=10元/股, 当股价S<10元时,期权处于in the money状态,行权以高于市场价的10元/股卖出股票会获利。 当股价S>10元时,期权处于out of the money状态...
In and out of the moneyRon Indrisano, Globe Staff
IntheMoney到价对于买入期权,到价是指行使价格低于相关股票的市场价格。对于出售期权,到价指行使价格高于相关股票的市场价格。希望我的回答能帮助您解决问题,如您满意,请采纳为最佳答案哟。再次感谢您的提问,更多财会问题欢迎提交给高顿企业知道。高顿祝您生活愉快!
in the money: St>K out-of-the money: St<K 其中, 股票在时刻的市场价值St:股票在t时刻的市场价值 :行使价格K:行使价格 (strike price)解释: 以ITM (in the money) 为例,是指与当前市场价值 St 相比,期权具有有利的行使价格 K。 通俗一点说,对于看涨期权,比如我们的行使价格是12元( K=12 ),那...
在钱(at the money):行使价格等于当前市场价值。在钱(in the money):行使价格低于当前市场价值。出钱(out-of-the-money):行使价格高于当前市场价值。通俗来讲,看涨期权的在钱(in the money)意味着,期权持有者在期权到期时,市场价高于行使价格,从而能以行使价格买入商品,相较于市场价节省了...
In the Money (or ITM) and Out of the Money (or OTM) are the concepts and the terms used inoptions trading. Such trading could be in stocks, commodities, currencies, indexes, etc. Options, as we know, give a right or an option to the buyer to use that right to buy or sell the ...
out of money就是便宜,相对in the money,因为这次是一下买两个option,如果都买in the money,成本...
老师说的是期权快到期的时候,at the money, in the money, 和 out of the money这三种期权,对应的delta, theta gamma怎么样。重点是希腊字母会怎么样,不是期权快到期的时候他会变成at the money, in the money 或者out of the money. 您给的两个截图都是问的希腊字母会怎么表现,不同的期权状态(in, out...
In options trading, there are calls and puts and the exercise price can bein the money(ITM) orout of the money(OTM). A call option would be ITM if the exercise price is below the underlying security’s price and OTM if the exercise price is above the underlying security’s price. The...
In options trading, the difference between "in the money" (ITM) and "out of the money" (OTM) is a matter of the strike price's position relative to the market value of the underlying stock, called its moneyness. ITM options have intrinsic value and are priced higher than OTM options in...