但是选择合适的行权价的Put Spread可能保证金只需要500,你可以轻松的买上5对组合,且时间友好,不必对每天的时间磨损心惊肉跳。 上文中主要用Put Spread进行论述,其实Short Call Spread可以达到相同的效果。 D. Long Put Spread/Short Call Spread的选择 买入Put Spread和卖出Call Spread都是对股票看空操作,但是两者...
Call Spread 认购(看涨)价差 看涨价差期权是一种期权价差策略,当同时买入和卖出相同数量的看涨期权时创建。与具有无限利润潜力的看涨买入策略不同,看涨价差产生的最大利润是有限的,但实施起来也相对便宜。此外,与只能由看涨投资者直接购买看涨期权不同,可以构建看涨期权以从牛市、熊市或中性市场中获利。 Vertical Call ...
我们结合买卖不同价位的Put就是一个垂直价差(Vertical Spread),因为我们的Put Spread看涨,所以卖Put的合约价要比买Put的合约价高,当股价上涨时获利。 跟裸卖Put比起来,卖看涨Put Spread的优点是可以限制最大的亏损,万一股价下跌我们买的Put有保险的作用。 为什么要卖看涨Put垂直价差? 如果有信心股价会上涨,卖看涨P...
买一个行权价更高的Put,同时卖一个行权价更低的Put,形成vertical spread,来少支付一些权利金。 使用in-the-money的Covered Call策略,也可以起到一定的对冲效果。 卖一个行权价更低的Call,同时买一个行权价更高的Call,形成vertical spread,配合持股,既有对冲,又能有无限上涨空间,还有利于税收。 税收影响至于...
不可控风险在这里特指Sell naked put的单腿策略;可控风险就是总量对等增加多腿保护,例如:sell put vertical spread 例如(仅做举例,不做投资建议,DYOR) 三、卖多虚的期权(put为例)合适 理论上这个技术活儿和艺术活儿(中阶或者高阶时候开始探讨),Crypto期权数据有限且大多Cex数据很难查到,那就以美股QQQ期权(注...
Bear Calendar Put Spread Diagonal Put Spread Types of Call Spread Vertical Call Spread Calendar (Horizontal) Call Spread Neutral Calendar Call Spread Bull Calendar Call Spread Diagonal Call Spread An investor should normally go with either of the two strategies if they believe the price of the unde...
Hence, vertical spreads involve put and call combination where the expiry date is the same, but the strike price is different. Examples of vertical options spreads include bull/bear call/put spreads as discussed below, and backspreads discussed separately. Bull Call Spread Strategy A Bull Cal...
Summary A vertical call spread is two vertical put options, created by selling a higher put option and buying a lower put option, and thereby creating a credit. The best candidates for a vertical put spread would be bullish stocks that have the ability to move higher. This chapter presents ...
The Bull Put Spread is a vertical spread strategy where the investor sells a higher strike price put option, shown as point B, and buys a lower strike price put option, point A, within the same expiration month. The investor will receive a premium or cre
Bull Put Spread Definition A bull put spread involves writing or short selling a put option, and simultaneously purchasing another put option (on the same underlying asset) with the same expiration date but a lower strike price. A bull put spread is one of the four basic types ofvertical sp...