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。
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 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...
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...
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...
Hand-book of computational and numerical methods in finance - Valuation of a credit spread put option: The stable Paretian model with copulas. D’’’Souza, D,Amir-Atefi, K,Racheva-Jotova, B. . 2004D'Souza, D., Amir-Atefi, K. and Racheva-Jotova, B. (2004), Valuation of a Cre...
【直播精选】Coverd Call/Vertical Spread; Debit vs Credit Spread; 期权交易三步骤 评论正在路上,不如先看看其它视频～ 内打开 信息网络传播视听节目许可证:0910417 网络文化经营许可证 沪网文【2019】3804-274号 广播电视节目制作经营许可证:(沪)字第01248号 增值电信业务经营许可证 沪B2-20100043...
TheBullPutSpreadisinitiatedforanetcredit(youearninterestonthemoney)whiletheBullCall Spreadforanetdebit. Themargin levels are different but close enough to not be discussed here. Aside from being a bullish strategy, the Bull Put Spread is also considered “short volatility,” so in ...
Acall optionis the opposite of a put. It gives the owner the right to buy an asset at a certain price, even if the market price is higher. Example: How Does a Put Option Work? An investor purchases one put option contract on ABC company for $100. Each option contract covers 100 sha...