01原理 在相同执行价格下,买入一份长期到期的期权和卖出一份短期到期的期权。这种策略主要用于利用时间价值的衰减和波动性变化。 02操作: 可以是看涨期权(Call)或看跌期权(Put),通常选择相同的执行价格。 03选择执行价格: 确定一个合适的执行价格,通常为现货价格。 执行交易: 买入长期到期的期权。卖出短期到期的期权。
第2:日历价差(calendar spread)。该策略是利用期权的不同到期时间进行组合,分为做多日历价差(long calendar spread)和做空日历价差(short calendar spread)。做多日历价差,即买入到期时间更长的看涨或看跌期权,卖出到期时间更短的看涨或看跌期权(buy more distant call(or put)+sell near-term call(or put))。做空...
With other things being equal, a rise in the underlying is likely to be beneficial as it would tend to increase the value of a long out-of-the-money call calendar spread and vice versa. A rise in volatility would tend to increase the value of a long out-of-the-money call calendar ...
买入时间价差 (long calendar call spread)本来就有赚近月时间值消耗得比较快的特性,但不能经常使用。 8月初时,因为两个月引申波幅(iv)差拉阔到25%之上,造成例如美团260 行使价的两个月call的期权金,曾只差1.65元之下。(详情可参看8月7日的文章) 当时股价大约在220元附近,而我选择了260 买权(call) 作为...
A Long Call Calendar Spread is a long call options spread strategy where you expect the underlying security to hit a certain price. The strategy involves buying a longer term expiration call and selling a nearer term expiration call at the same strike price. Risk is limited to the debit or ...
The Long Call Ladder Spread, also known as the Bull Call Ladder Spread, is an improvement made to an extremely popular options trading strategy, the Bull Call Spread. It further eliminates capital outlay by writing an additional further out of the money call option of the same expiration month...
Calendar Spreads A Long Call Calendar Spread is a long call options spread strategy where you expect the underlying security to hit a certain price. The strategy involves buying a longer term expiration call and selling a nearer term expiration call at the same strike price. Risk is limited to...
While the long call in long calendar spread with calls has no risk of early assignment, the short call does have such risk. Early assignment of stock options is generally related to dividends, and short calls that are assigned early are generally assigned on the day before the ex-dividend da...
7.8蝶式价差(ButterflySpread) 5 2024-07 7.7看跌期权对角价差(DiagonalCalendarPutSpread) 4 2024-07 7.6看跌期权水平价差(HorizontalCalendarPutSpread) 4 2024-07 7.5看涨期权对角价差(DiagonalCalendarCallSpread) 4 2024-07 查看更多 猜你喜欢 7.6万
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