Butterfly--蝴蝶交易

来源: QQQ? 2014-12-07 17:22:21 [] [博客] [旧帖] [给我悄悄话] 本文已被阅读: 0 次 (403 bytes)
回答: 关于option的最痛原理之时灵时不灵..捣乱者2014-12-07 15:06:30
Butterfly - An order to simultaneously purchase an option with one strike price, purchase an option with a second strike price, and sell two options with a third strike price that is midway between the prices of the first two options. The ratio for a butterfly is always 1 x 2 x 1.
For example: Buy 10 March02 95 calls, Sell 20 March02 100 calls, Buy 10 March02 105 calls.

所有跟帖: 

How your Butterfly is better than DLs -S_M_L- 给 S_M_L 发送悄悄话 (0 bytes) () 12/07/2014 postreply 17:47:28

simpler Butterfly? -S_M_L- 给 S_M_L 发送悄悄话 (0 bytes) () 12/07/2014 postreply 17:48:02

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