嗨,从没放弃的小努力你好: 题目一开始说的是a long position in puts could be used,说明这个是考虑用long put进行hedge。 也就是本来手里有stock,现在加上了long put。这样的话,由于stock的gamma为0,而long put会带来正的gamma,所以组合起来之后的gamma大于0. 题目问的就是组合起来的gamma会怎样?最后选C。
long一个K1,K3 call/put,short两个K2call/put(价格小变动赚) (2)K相同,T不同 -Calendar Spreadshort一个短期call,long一个长期call(非重点) 3、混合组合:call+put -Collar:short call,long put,long stock -Straddle:long call,long put(K,T–same)(大涨大跌) -Strip:long 2 put,long 1 call(偏跌...
行权分为买入权利和卖出权利 Call=看涨,Put=看跌 Strike price=行权价格,(Underlying)Stock price=当前价格 Coverd 代表strike price > stock price Naked 代表 strike price < stock price 2.主要期权类型(主要说国内的欧式期权) Long call=buy call(买入看涨期权) 买入一个看涨期权,付出期权费用,到期有权利以某...
原来资产价格偏高的资产（long stock）价格会被卖跌，很快将回到无套利状态。
老师您好,在做经典题和押题过程中,经常遇到关于collar或者bear put spread/pull call spread中选择long ATM还是long OTM的问题。我发现无论是collar(long stock + long put+short call),还是bear put spread(long put at X high + short put at X low),基本上short的部分都是OTM的,只要找到当前的X然后找出...
long stock 美 英 un.行市看涨时买进的股票 网络长纤维浆料;看涨时买下的股票;投资股票 英汉 网络释义 un. 1. 行市看涨时买进的股票 释义: 全部,行市看涨时买进的股票,长纤维浆料,看涨时买下的股票,投资股票
long call和short stock合成long put,但是合成的long put的折点,也就是在X下方的点,不是应该跟long call的点重合吗?因为如果stock的价格升到X,short stock是没有profit和loss的,而long call只有期权费的损失,所以两个合成的long put在stock价格等于X的时候,不是应该pay-off就是call的期权费吗?为什么老师画的...
The long put and short put are option strategies that simply mean to buy or sell a put option. If an investor wants to profit from an increase or decrease in a stock’s price, then buying or selling a put option is a great way to do that. This article will prepare investors to ...
Buy 1 $45 Put $1.29 Net Debit $129 A long put is the purchase of a put option. The Max Loss is limited to the net premium paid for the option. The Max Gain is uncapped as the market falls but limited to the strike price minus the stock price as the stock cannot trade lower than...
A long put has astrike price, which is the price at which the put buyer has the right to sell the underlying asset. Assume the underlying asset is a stock and the option’s strike price is $50. That means the put option entitles that trader to sell the stock at $50, even if the...