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...
Short Vertical Spreadsspreadput spreadcall spreadbear call spreadbull put spreadcredithedgedoi:10.1002/9781119291558.ch13KinahanJJWiley
vertical spread的敞口是封闭掉了,但是20股股票的向下敞口又暴露了。从来没100%消减敞口的策略,除非平仓。 3、如果持有bearish vertical spread,那么做bullish spread对冲敞口。这能消减部分敞口,留出的反向敞口也不多,缺点是theta loss,时间不友好。这个策略适合股价金额特别高的票,例如amzn,用股票对冲敞口就算买10股,...
Vertical Spreads including Bull Call Spread, Bull Put Spread, Bear Call Spread, Bear Put Spread, Ladders... Volatility Strategies including Straddle, ... C Guy - FT Press 被引量: 23发表: 2005年 The Bible of Options Strategies * Income Strategies including Covered Call, Naked Put, Bull Put...
3.6比率价差(RatioSpread) 7 2024-07 3.5借方价差与贷方价差(Debit/CreditSpread)(2) 6 2024-07 3.5借方价差与贷方价差(Debit/CreditSpread)(1) 7 2024-07 3.4对角价差(DiagonalSpread) 7 2024-07 3.3时间价差(TimeSpread) 7 2024-07 3.2垂直价差(VerticalSpread) ...
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many traders opt for ashort call vertical spread—the sale of a call and the simultaneous purchase of another call with a higher strike price. For a short call vertical, the risk is limited to the difference between the strikes, minus the net premium you received, minus transaction costs. ...
Sign up with one click: Facebook Twitter Google Share on Facebook short leg Dictionary Encyclopedia Short Leg In anoption spread, anyoption contracton which one has ashort position. For example, if one hasboughtacallandsoldaputas part of one's option strategy, the put is said to be the ...
Put Screener Income Strategies Covered Call Naked Put Vertical Spreads Bull Call Spread Bear Call Spread Bear Put Spread Bull Put Spread Protection Strategies Married Put Protective Collar Straddle and Strangle Long Straddle Short Straddle Long Strangle Short Strangle Horizontal Strategies Long Call ...
Short Put Ladder Spread Long Straddle Strap Straddle Strip Straddle Long Strangle Strap Strangle Strip Strangle Ratio Spreads Horizontal Ratio Spreads Diagonal Ratio Spreads Call Diagonal Ratio Spread Call Diagonal Ratio Backspread Put Diagonal Ratio Spread Put Diagonal Ratio Backspread Vertical Ratio Spreads...