With other things being equal, a fall in the underlying is likely to be beneficial as it would tend to increase the value of an out-of-the-money put calendar spread and vice versa. A rise in volatility would tend to increase the value of an out-of-the-money put calendar spread and ...
Income Strategies including Covered Call, Naked Put, Bull Put Spread, Bear Call Spread, Long Iron Butterfly, Long Iron Condor, Calendar Call, Diagonal ... C Guy - FT Press 被引量: 23发表: 2005年 The Bible of Options Strategies * Income Strategies including Covered Call, Naked Put, Bull ...
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...
To profit from a directional stock price move to the strike price of the calendar spread with limited risk if the market goes in the other direction. Explanation A long calendar spread with puts is created by buying one “longer-term” put and selling one “shorter-term” put with the same...
4. 卖出看跌期权:Cash-secured Put 5. 股票保本买入:Married Put 6. 买入看涨期权价差: Long Call Spread 7. 买入看跌期权价差:Long Put Spread 8. 买入看涨时间价差:Long Calendar Call 9. 卖出铁鹰策略价差:ShortIronCondor 10. 买入铁鹰策略价差:LongIronCondor ...
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
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。
A Long Put Calendar Spread is a long put options spread strategy where you expect the underlying security to hit a certain price. The strategy involves buying a longer term expiration put and selling a nearer term expiration put at the same strike price. Risk is limited to the debit or prem...
5.8熊市看跌期权梯形价差(BearPutLadderSpread) 5 2024-07 5.7空头看跌期权比率价差(ShortBearRatioSpread) 6 2024-07 5.6看跌期权比率价差(BearRatioSpread) 6 2024-07 5.5深度实值熊市看涨期权价差(DeepITMBearCallSpread) 8 2024-07 5.4熊市看涨期权价差(BearCallSpread) ...
经典long gamma short vega的组合，calendar spread