回复：扑先生，对你的解释有点疑惑。难道跌和涨不是按相同

来源: 于 2006-08-20 21:32:40 [旧帖] [给我悄悄话] 本文已被阅读：次

you are right in this case, OTM. I was referring to the case of ATM calls.

for example, leap call is for $25 is @5, front month is $1. when stock dropped from $25 to $20, leap becomse $2, front month gets $0.2. this is the 1st part.

for calls @20 when stock trades @ 20, leap sells for $5, front month sells for $1. if it rises to $25, leap might trades for $8, front months trades @ 5.3.