《選擇權投資策略》的原文摘录

  • time will erode the value of the near-term option at a faster rate than it will the far-term option. (查看原文)
    yukee 1回复 2013-06-03 22:46:11
    —— 引自第178页
  • be exactly at the strike price of the options at near-term expiration for a profit (查看原文)
    yukee 2013-06-03 23:01:15
    —— 引自第179页
  • It is best to establish such a spread 8-12 weeks before the near-term option expires. (查看原文)
    yukee 2013-06-04 00:27:27
    —— 引自第180页
  • The smallest-debit butterfly spreads are those in which the stock is some distance away from the middle striking price (查看原文)
    yukee 2013-06-04 05:35:50
    —— 引自第190页
  • The best butterfly spreads are generally found on the more expensive and/or more volatile stocks that have striking prices spaced 10 or 20 points apart. (查看原文)
    yukee 2013-06-04 05:59:18
    —— 引自第191页