谢谢三心老大,这 sell call 360 / buy call 390 strike prices 是怎么选定的?

  • Sell Call spread (sell call 360 / buy call 390)

  • Sell Put spread (sell put 340 / buy put 310)

360/390 & 340/310 是怎么选定的? Delta? 还是其他参数?

谢谢

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