必应词典为您提供Short-call-spread的释义,网络释义: 看淡认购跨价;看淡认购组合;空头价差组合;
short in‐the‐money call spreadsshort out‐of‐the‐money call spreadsSummary This chapter discusses short call spread, which are sometimes called bear call spread. A short call spread consists of a short call with a lower strike and a long call with a higher strike. In the case of short...
发现常用的put spread,short call spread这些封闭无限风险敞口的沽空策略都不适合在GME上施行。因为目前GME的IV分布是左低右高的跟股价成直线线性关系的模式。 例如,目前在80的put价格是17元(因为IV高),而60的put价格是4.5元(因为IV低),所以即使投资者配置了80/60的put spread,当期权到期日股价低于60,最高盈利...
You might decide to sell a 55/60 short call spread 30 days from expiration, and receive a credit of $1. (You can see how we arrived at the $1 credit in Ex.3, and from this point forward, we’ll just focus on the net credit or debit to trade a spread.) But what if your ...
2 比例价差(Ratio Spread) 看涨比例价差 观点是看涨行情,但是希望把下行的风险提前锁住。用Call先构建一个熊市价差,把下跌的空间锁住,然后再增加一个Long Call把上涨的空间打开。 Short Call 2800+Long Call 3100: Long Call 3100: 构成看涨比例价差:
4.5深度实值牛市看跌期权价差(DeepITMBullPutSpread) 1 2024-07 4.4牛市看跌期权价差(BullPutSpread) 1 2024-07 4.3牛市看涨期权价差(BullCallSpread) 1 2024-07 4.2裸卖出看跌期权(NakedShortPut) 1 2024-07 4.1买入看涨期权(LongCall) 1 2024-07
我也完全理解gme的skew曲线导致short call spread看起来肉很少,因为220c的iv低于240的iv,short call spread就会出现卖便宜的call买贵的call,建仓很不合算,因此你用扩大敞口来解决。这样reward/risk的比例其实一样,跟多建几组220/240 short call spread,盈亏比其实是类似的,但是对冲方案就能多几种。
6.8卖出看跌期权对角价差(ShortDiagonalCalendarPutSpread) 22024-07 6.7卖出看跌期权水平价差(ShortHorizontalCalendarPutSpread) 22024-07 6.6卖出看涨期权对角价差(ShortDiagonalCalendarCallSpread) 42024-07 6.5卖出看涨期权水平价差(ShortHorizontalCalendarCallSpread) 32024-07 6.4买入飞碟式期权(LongGut) 32024-07 6.3买...
比例价差(Ratio Spread) 看涨比例价差 观点是看涨行情,但是希望把下行的风险提前锁住。用Call先构建一个熊市价差,把下跌的空间锁住,然后再增加一个Long Call把上涨的空间打开。 Short Call 2800+Long Call 3100: Long Call 3100: 构成看涨比例价差: 进攻策略: ...
有些甚至将bull call spread(牛市跨价)拆散,掩盖short call亏损的部分,变成大手long call来公开炫耀获利,断章取胜。 我自1996年开始交易改以期权为主,持续至今,累积超过1万笔交易,不是1万手而是1万次,超过1万个决策与犹豫,非常明白当中盈亏的承受,可能因为「太习惯」了,早就把开仓平仓的盈亏等视作日常生活琐碎...