short put spread是一个权利金为净收入的组合,在这个案例里: 卖出strike为400的put,收到权利金6.3 买入strike为395的put,付出权利金2.4 卖权花了6.3,买权花了2.4,一收一支,收到净权利金3.9。这是一笔权利金为净收入的组合,英文名字叫Credit Vertical Spread。 此时组合亏钱了,怎么办哩? 如果我仍然看好后面的...
A short put spread consists of a short put with a higher strike and a long put with a lower strike. The chapter presents a table of option prices and presents questions about selling the Sep 500/460 put spread, which include the two legs of the spread, the risk/reward on the spread,...
A short put spread consists of a short put with a higher strike and a long put with a lower strike. The chapter presents a table of option prices and presents questions about selling the Sep 500/460 put spread, which include the two legs of the spread, the risk/reward on the spread,...
A short put spread obligates you to buy the stock at strike price B if the option is assigned but gives you the right to sell stock at strike price A.John Wiley & Sons, LtdThe Complete Guide to Option Strategiesdoi:10.1002/9781118268278.ch10...
或者这块业务是否存在重大风险?从Athene的经营历史来看,自成立起至今取得了年化16%的增长,ROE常年保持在15～17%之间相对比较稳定,net spread也常年保持在1.1%左右比较稳定,如果没有存在重大的风险隐患,我觉得给10X的估值是相对保守的。
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...
比如教材中关于bear spread策略,有一个put option来构建的,此时买入的执行价格高的put,必然在此时是ITM的,虽然咱们是long的一方,那咱们的对手方也是short的一方,他也是会愿意卖出这样一个期权的,道理是一样的哈。 所以这里即便卖出的call是ITM的也不影响策略的构建。 ---虽然现在很辛苦,但努力过的感觉真的很好,...
How Does a Short Put Work? When an investor sells a put option, they receive a premium upfront. The maximum profit potential for a short put strategy is limited to the premium received, while the potential losses can be substantial. If the price of the underlying asset falls below the str...
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买入宽跨式(LongStrangle) 22024-07 6.2买入跨式期权(LongStraddle)...
For a long position in a stock, a trader may hedge with a vertical put spread, which provides a window of protection to the downside. The put spread provides protection between a higher strike price and a lower strike price. If the price goes below the lower strike price, the sprea...