Lyradz
2021-11-28
Wow
@恒毅者:
【SELL CALL+BUY PUT做空和PUT价差做空的优劣势分析】通过SELL CALL+BUY PUT,可以合成一个看跌期货,优点是BUY PUT的成本可以通过SELL CALL 覆盖,如果做对了可以白嫖下跌收益,建仓成本为0,特别适合高波动率期权。最大的风险是股价快速上涨,甚至还会发生AMC、GME之前发生的GAMMA挤压和空头挤压,所以风险比较大,理论上风险是无限的。 PUT价差策略,可以通过买入一个行权价较高的PUT+卖出一个行权价较低的PUT进行构建。好处是:(1)卖出的PUT权利金可以抵消一部分买入PUT的权利金;(2)该策略不存在爆仓风险,最大亏损是固定的,既支付出去的净权利金。缺点是(1)只能降低建仓成本,但却无法豁免建仓成本;(2)限制了股价下跌的收益空间。 $AMC院线(AMC)$$嘉年华邮轮(CCL)$@小刀大叔
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