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

铁鹰式价差

同时卖出虚值看涨和看跌价差的策略。

optionsinvestment strategies

定义

铁鹰式是一种期权策略,结合牛市看跌价差和熊市看涨价差。它卖出一个虚值看跌价差和一个虚值看涨价差,预期标的价格将在一定区间内波动。最大收益为收取的净权利金,最大损失有限。适合低波动、区间震荡的市场。

公式

Max Profit = Net Premium Received | Max Loss = Width of Spread - Premium

示例

Sell $95 put, buy $90 put, sell $105 call, buy $110 call for $2 credit. Max profit $200 if stock stays between $95-$105.

常见问题

铁鹰式价差 是什么?

同时卖出虚值看涨和看跌价差的策略。

如何计算 铁鹰式价差?

铁鹰式价差 的常见公式是:Max Profit = Net Premium Received | Max Loss = Width of Spread - Premium

为什么 铁鹰式价差 重要?

铁鹰式价差 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。

铁鹰式价差 - Definition & Meaning | Financial Glossary