SPY+0.8%
QQQ+1.2%
DIA-0.3%
SYSTEM: OFFLINEQILTRACK: V4.0
BTC+2.5%
ETH+1.8%
DEMO
SPY+0.8%
QQQ+1.2%
DIA-0.3%
SYSTEM: OFFLINEQILTRACK: V4.0
BTC+2.5%
ETH+1.8%
DEMO
SPY+0.8%
QQQ+1.2%
DIA-0.3%
SYSTEM: OFFLINEQILTRACK: V4.0
BTC+2.5%
ETH+1.8%
DEMO
SPY+0.8%
QQQ+1.2%
DIA-0.3%
SYSTEM: OFFLINEQILTRACK: V4.0
BTC+2.5%
ETH+1.8%
DEMO

借方价差

开仓时支付净权利金的期权价差策略。

optionsinvestment strategies

定义

借方价差是买入较高权利金期权同时卖出较低权利金期权的策略,开仓时支付净权利金。牛市看涨价差(买低卖高行权价的看涨期权)预期股价上涨;熊市看跌价差(买高卖低行权价的看跌期权)预期股价下跌。

公式

Max Profit = Strike Width - Net Debit | Max Loss = Net Debit Paid

示例

Buy a $100 call, sell a $105 call for $2 net debit. Max profit is $300 ($5 width - $2 debit), max loss is $200.

常见问题

借方价差 是什么?

开仓时支付净权利金的期权价差策略。

如何计算 借方价差?

借方价差 的常见公式是:Max Profit = Strike Width - Net Debit | Max Loss = Net Debit Paid

为什么 借方价差 重要?

借方价差 帮助投资者评估options并做出更有依据的决策。

相关术语

本内容仅供信息参考,不构成投资建议。

借方价差 - Definition & Meaning | Financial Glossary