总体上来说,我觉得我们讲解的call debit spread, call credit spread, put debit spread 还有 put credit spread策略,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...
call debit spread和bull put spread的盈亏图一样,但是call debit spread是付出权利金买上涨机会,bull put spread是赚取权利金,给别人机会,有可能承担股价下跌的风险。
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...
Bull Vertical Call Spread– a trader uses this strategy when they expect the rate of the underlying security will move up before the expiry. We also call this strategy just ‘bull call spread.’ Bear Vertical Call Spread– a trader employs such a strategy if it expects the price of the un...
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。
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
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...
Discover the advantages and risks of implementing an options put ratio spread strategy to help pursue your specific financial objectives.
上周一卖出SQ(Square)credit put spread ( 卖70美元看跌/买65美元看跌,本周五到期),今实战回购0.13(卖0.80),@67美元/单位。 卖credit put spread是极好的降低持有正股价格的方法。这一周的买卖就降低了SQ...
A bull put spread is an income-generating options strategy that is used when the investor expects a moderate rise in the price of the underlying asset.