@Raytronin_老虎社区_美港股上老虎 - 老虎社区

@Raytroninvs大佬，请教您一个问题，您的这个put credit spread组合，为啥在股价上涨的时候这个组合的权利金会减少呀？是因为买卖两个leg的Delta不一样造成的吗？

@Raytroninvs：美股期权怎么玩

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Raytroninvs
2021-04-29
Raytroninvs
比如现在股价200 买一个200的put 卖一个150的put 股价下跌时这个组合的权利金是不是会增加？反过来就是cps了
- 33059768:
  OK,谢谢您 [抱拳]

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href=\"https://laohu8.com/S/BIDU\">$百度(BIDU)$</a></p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/1efae54f3c10c657ac025dcb22a43f38\" tg-width=\"1281\" tg-height=\"577\"><span>前几天加入的310/260 credit put</span></p><p>眼尖的小伙伴已经看到我持仓里有百度的期权来问我了，这里教大家一下我在美股赚第一个10w+的办法，当时做的是<a href=\"https://laohu8.com/S/AAPL\">$苹果(AAPL)$</a></p><p>放大我持仓，有明年1月310put和260put各100张，分别是卖出310买入260，这个策略能获得40w+美金的权力金，而最大亏损为：</p><p>310-260=50*100*100-权力金=9w+</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/9e55c3613e0ec3224f27e031cedbc20b\" tg-width=\"747\" tg-height=\"577\"><span>今日的310/260 credit put 损益表</span></p><p>当然我也不是那么确定到时候百度的股价能高于310，否则我就买正股了，但是我看到的是自从ark基金买入后大量散户跟单，所以我能确定的是短期会涨，确定这些就足够了</p><p>这个策略最大盈利是全部的权力金，但是在股票上涨的过程中，权力金会变得越来越少，比如图三 如果sell 200 put buy 150put 同样的最大亏损50w 但是权力金却只有10多万了，最大亏损增加到30多万</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/fc5436a4dea8ffefae4295cf464d21e7\" tg-width=\"700\" tg-height=\"581\"><span>200/150 credit 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src=\"https://static.tigerbbs.com/1efae54f3c10c657ac025dcb22a43f38\" tg-width=\"1281\" tg-height=\"577\"><span>前几天加入的310/260 credit put</span></p><p>眼尖的小伙伴已经看到我持仓里有百度的期权来问我了，这里教大家一下我在美股赚第一个10w+的办法，当时做的是<a href=\"https://laohu8.com/S/AAPL\">$苹果(AAPL)$</a></p><p>放大我持仓，有明年1月310put和260put各100张，分别是卖出310买入260，这个策略能获得40w+美金的权力金，而最大亏损为：</p><p>310-260=50*100*100-权力金=9w+</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/9e55c3613e0ec3224f27e031cedbc20b\" tg-width=\"747\" tg-height=\"577\"><span>今日的310/260 credit put 损益表</span></p><p>当然我也不是那么确定到时候百度的股价能高于310，否则我就买正股了，但是我看到的是自从ark基金买入后大量散户跟单，所以我能确定的是短期会涨，确定这些就足够了</p><p>这个策略最大盈利是全部的权力金，但是在股票上涨的过程中，权力金会变得越来越少，比如图三 如果sell 200 put buy 150put 同样的最大亏损50w 但是权力金却只有10多万了，最大亏损增加到30多万</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/fc5436a4dea8ffefae4295cf464d21e7\" tg-width=\"700\" tg-height=\"581\"><span>200/150 credit 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买一个200的put 卖一个150的put 股价下跌时这个组合的权利金是不是会增加？ 反过来就是cps了","text":"比如现在股价200 买一个200的put 卖一个150的put 股价下跌时这个组合的权利金是不是会增加？ 反过来就是cps了","html":"比如现在股价200 买一个200的put 卖一个150的put 股价下跌时这个组合的权利金是不是会增加？ 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[抱拳]","text":"OK,谢谢您 [抱拳]","html":"OK,谢谢您 [抱拳]"}],"verified":10,"allocateAmount":0,"commentType":"valid","coins":0,"score":0}],"isCommentEnd":false,"isTiger":false,"isWeiXinMini":false,"url":"/m/post/109981201"}