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...
Long Put Ladder Spread Calculations Following up on the above example, assuming QQQQ at $46.50 at expiration. Bought the JAN 44 Put for $1.50 Wrote the JAN 42 Put for $0.50 Wrote the JAN 41 Put for $0.15 Net Debit = $1.50 - $0.50 - $0.15 = $0.85 ...
The return calculations for the Bear-Put Debit Spread are: % Return =Maximum profit / Net Investment % Return =(Difference in strikes - Net Debit) / Net Debit Where... Net Debit =Premium on Bought PUT - Premium on Sold PUT Example:Stock XYZ at $43.84 per share. ...
Horizontal Put Time Spread Example Assuming QQQQ trading at $45 now. Buy To Open 10 contracts of QQQQ Jan 2008 $45 Put options at $4.70. Sell To Open 10 contracts of QQQQ Jan 2007 $45 Put at $0.75. Net Debit = $4.70 - $0.75 = $3.95 ...
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 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...
A Bull Call Spread is a simple option combination used to trade an expected increase in a stock’s price, at minimal risk. It involves buying an option and selling a call option with a higher strike price; an example of a debit spread where there is a net outlay of funds to put on...
Bear put spread A bear put spread consists of one long put with a higher strike price and one short put with a lower strike price. Both puts have the same underlying stock and the same expiration date. A bear put spread is established for a net debit (or net cost) and profits as the...
For example, a common one-by-two put spread includes purchasing an out-of-the-money (OTM) put and selling two OTM puts of a lower strike. Think of it as a put vertical spread with the sale of an extra put at the lower strike. And as we’ll see, adding that extra put makes the...
A bear put spread nets a profit when the price of the underlying security declines. The Basics of a Bear Put Spread For example, let's assume that a stock is trading at $30. An options trader can use a bear put spread by purchasing oneput optioncontract with a strike price of $35 f...