我觉得在市场上比较有效的是put credit spread 和 call credit spread . 总体上来说,call credit spread 用来看跌我们手中的标的资产,从而赚取sell call option的手续费,但是同时未来防止黑天鹅事件我们在较高的位置买入call option来对冲风险(防止价格急速上升的风险)。
bull put spread或者叫put credit spread,属于赚取权利金的看涨策略,在美股指数期权市场相当受欢迎。 (为什么受欢迎大家可以思考一下) bull put spread类似short put,只不过多加了一腿反向抵消了部分权利金和风险。这种期权策略的架构方式见下图: bull put spread 横轴为股票价格,在a点买入一个put,在b点卖出一个pu...
作者: 1/31放的AAPL的Put Credit Spread共10手,卖170P买165P,2/15到期。由于到期日比较长,拿到2.55的credit,所以风险只有每手2.45。 吸取FB的教训,在2/13就只剩下,0.6左右,买回平仓,共赚了1900左右。最后AAPL虽然收在170以上,但是由于离卖出的行权价太近,太敏感,少赚了600多,但是想想FB的那一次,感觉按照...
作者: 前面讲了用put credit spread来应对高VIX,现在再讲另外的办法-使用蝶式价差来抵消VIX并且抓住标的上涨的机会: NDX的7350/7650/7850的Call Butterfly,10/17到期的,9/17买的,每手120,共2手 SPX的2900/2915/2930的Call Butterfly,9/21到期的,9/17买的,每手3.2,共5手。 这几天各大指数都涨得不错,...
Bull-Put Credit Spreads... Bull Put Credit Spread Profit Loss Chart This bull put credit spreads strategy is to realize a profit by making cash that is a net credit formed by the difference in a SOLD PUT price and a BOUGHT PUT price. While the stock goes up, the investor keeps the ne...
然后debit spread 叫做借方价差,这个spread有cash payment,即有现金流的支出;credit spread 叫做贷方价差,这个spread有cash inflow,即现金流的流入。 Bull spread 下的 bull call构成是long行权价低的call,short 行权价高的call,我们知道对于call option,行权价越低则越贵,所以就是说这个bull call策略我们是买了一...
spread, thebear call spreadand thebear put spread. The premium received for the short put leg of a bull put spread is always more than the amount paid for the long put, which means that initiating this strategy involves receiving an upfront payment or credit. A bull put spread is, ...
Bull Spread – All You Should Know Credit Spread vs Debit Spread – All You Need to Know Straddle vs Strangle – Differences, Example and More Put Options – Meaning, How it Works, Strategies, and More Strip and Strap Put and Call Options...
We look at a “high probability” bull put spread during October of 2014 and find that this trade was down about 40% in one month. Then, the credit spread could have lost the following month as well.FacebookTwitterPinterestLinkedInRecent Projects Facebook Crashes Over Earnings Best Options ...
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