... zero coupon bond零息票债券 bear put spread卖权看空价差 dealing room交易室 ...
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?熊市看跌期权价差
“救命神药”第一颗:熊市看跌期权价差(Bear Put Spread) 在恐慌情绪下,IV很高,而衡量IV对期权影响的VEGA也很高,此时单纯的买看跌期权(put)的价格已经十分昂贵,考虑到极端情况下,指...
3
?卖权空头价差
八〃卖权空头价差( Bear Put Spread ):与前述价差交易模式之操作原理相同,在 卖出低履约价的Put 时,同时买进高履约价的Put,所可能产生的利润与风 险及应注意事项可依...
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?组合
看跌期权的熊市价差组合(Bear Put Spread) 看跌期权的熊市价差组合的构成是:做多一手价内看跌期权(高执行价 格),同时做空另外一手价外看跌期权(低执行价格),两个看...
权威例句
1.
To limit risk in the event of an unexpected post-earnings pop, investors could pair the bought 50-strike put with a sold July 42.50 put, resulting in a bearputspread.
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