【SELL CALL_老虎社区_美港股上老虎

2021-11-28

【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

期权Q&A：期权知识，你问我答

你想知道的期权知识都在这里，咨询期权问题@期权小助手

免责声明：上述内容仅代表发帖人个人观点，不构成本平台的任何投资建议。

精彩评论

霎风雨
2021-11-29
霎风雨
我感觉目前，随便都能做空，这次疫情有点凶
- 恒毅者:
  不好随便做空，风险挺大的。我自己比较胆小。
抄底反弹
2021-11-29
抄底反弹
GAMMA挤压说到是啥？另外空头挤压我也不理解
- 恒毅者:
  我之前有一个帖子专门将GAMMA挤压和空头挤压的。
咪咕蜡
2021-11-29
咪咕蜡
其实可以再关注一个旅游业的，疫情也会打击行业发展
该买哪一只
2021-11-29
该买哪一只
期权是行情不好的时候对冲，减少亏损的方法吧！
东营天地人和
2021-11-30
东营天地人和
感觉旅游业已经是底部了，还有那个方向可以跌呢
纯天然绿色学渣
2021-11-30
纯天然绿色学渣
也就是说，还有下跌的空间吗

发表看法

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