
来自:CFA > 2022 Level II > Derivatives 2023-08-11 21:42


rachellirisam
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499天前
rachellirisam
提问
103
上次登录
499天前
融跃答疑王老师 2023-08-12 09:07
致精进的你:
看涨期权价格被高估,低买高卖套利,所以买delta份股票,卖1份看涨期权,,如果有stock position,应该卖call,可以提高收益或者reduce position at a favorable price,,如果有stock position,应该买put,limit downside risk at a cost of put premium,是stock +put,反过来就是-stock-put,,short delta份股票,同时short 1份看跌期权
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