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Chapter 5 期权的交易策略

Chapter 5 期权的交易策略. 三种策略. 期权和相应标的资产的组合 多个同类期权的组合（差价期权） 看涨期权和看跌期权的组合（组合期权）. 期权与相应标的资产的组合. Profit. Profit. X. S T. S T. X. (a). (b). Profit. Profit. X. X. S T. S T. (c). (d). 由看涨期权构造的牛市差价期权. Profit. S T. X 1. X 2. Profit. X 1. X 2. S T. 由看跌期权构造的牛市差价期权. 由看涨期权构造的熊市差价期权.

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Chapter 5 期权的交易策略

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  1. Chapter 5期权的交易策略

  2. 三种策略 • 期权和相应标的资产的组合 • 多个同类期权的组合（差价期权） • 看涨期权和看跌期权的组合（组合期权）

  3. 期权与相应标的资产的组合 Profit Profit X ST ST X (a) (b) Profit Profit X X ST ST (c) (d)

  4. 由看涨期权构造的牛市差价期权 Profit ST X1 • X2

  5. Profit X1 X2 ST 由看跌期权构造的牛市差价期权

  6. 由看涨期权构造的熊市差价期权 Profit X1 X2 ST

  7. Profit X1 X2 ST 由看跌期权构造的熊市差价期权

  8. Profit X1 X2 X3 ST 由看涨期权构造的蝶式差价期权

  9. Profit X1 X2 X3 ST 由看跌期权构造的蝶式差价期权

  10. Profit ST X 由看涨期权构造的日历差价期权

  11. 由看跌期权构造的日历差价期权 Profit ST X

  12. Profit X ST 跨式组合

  13. Strip & Strap Profit Profit X ST X ST Strip Strap

  14. 宽跨式组合 Profit X1 X2 ST

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