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包子求解答:卖扑的最大损失一问
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包子求解答:卖扑的最大损失一问# Stock
w*k
1
看了几个网页,都说卖扑的最大损失是unlimited。比如这里
http://www.theoptionsguide.com/uncovered-put-writing.aspx
这么说
Unlimited Downside risk with Little downside protection
While the premium collected can cushion a slight drop in stock price, loss
resulting from a catastrophic drop in stock price of the underlying can be
huge when implementing the uncovered put write strategy.
The formula for calculating loss is given below:
Maximum Loss = Unlimited
Loss Occurs When Price of Underlying < Strike Price of Short Put - Premium
Received
Loss = Strike Price of Short Put - Price of Underlying - Premium Received +
Commissions Paid
再比如这里,也说是max loss is unlimited
http://www.optiontradingtips.com/strategies/short-put-option.ht
但是我觉得最大损失就是strike price,也就是说股价跌到零,我还是要在strike
price买进股票,每股最大损失就是全部股价。虽然是巨大损失,但无论如何也不是
unlimited的不是?
包子求解答, 请大牛指教。
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t*o
2
股价到0是你赚了。股价到天你就亏费了
而且你没margin也不让你卖

【在 w**k 的大作中提到】
: 看了几个网页,都说卖扑的最大损失是unlimited。比如这里
: http://www.theoptionsguide.com/uncovered-put-writing.aspx
: 这么说
: Unlimited Downside risk with Little downside protection
: While the premium collected can cushion a slight drop in stock price, loss
: resulting from a catastrophic drop in stock price of the underlying can be
: huge when implementing the uncovered put write strategy.
: The formula for calculating loss is given below:
: Maximum Loss = Unlimited
: Loss Occurs When Price of Underlying < Strike Price of Short Put - Premium

avatar
r*e
3
较真的话确实如此
如果真跌到0,那你卖扑的损失可能是卖扑的盈利的的几十几百倍了。
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l*o
4
你是对的。美国人对数学的理解经常叫人哭笑不得。我认识几个搞金融的都对数学没真
正的sense,好多事和他们说不清。

【在 w**k 的大作中提到】
: 看了几个网页,都说卖扑的最大损失是unlimited。比如这里
: http://www.theoptionsguide.com/uncovered-put-writing.aspx
: 这么说
: Unlimited Downside risk with Little downside protection
: While the premium collected can cushion a slight drop in stock price, loss
: resulting from a catastrophic drop in stock price of the underlying can be
: huge when implementing the uncovered put write strategy.
: The formula for calculating loss is given below:
: Maximum Loss = Unlimited
: Loss Occurs When Price of Underlying < Strike Price of Short Put - Premium

avatar
w*k
5
我是sell naked puts,股价跌到strike price,我才会被迫买进股票。股价涨到天,
跟我就没有关系了。

【在 t******o 的大作中提到】
: 股价到0是你赚了。股价到天你就亏费了
: 而且你没margin也不让你卖

avatar
l*g
6
最大损失就是用strike买股票,然后股票归零,不是unlimited.

【在 w**k 的大作中提到】
: 看了几个网页,都说卖扑的最大损失是unlimited。比如这里
: http://www.theoptionsguide.com/uncovered-put-writing.aspx
: 这么说
: Unlimited Downside risk with Little downside protection
: While the premium collected can cushion a slight drop in stock price, loss
: resulting from a catastrophic drop in stock price of the underlying can be
: huge when implementing the uncovered put write strategy.
: The formula for calculating loss is given below:
: Maximum Loss = Unlimited
: Loss Occurs When Price of Underlying < Strike Price of Short Put - Premium

avatar
x*h
7
yes, the lose is limited.
avatar
w*k
8
谢谢以上的解答,每人一个包子。
包子截止
avatar
t*o
9
也许我理解错了,不过option太复杂,我只做单边buy side。咨询一下别人吧,哈哈

【在 w**k 的大作中提到】
: 我是sell naked puts,股价跌到strike price,我才会被迫买进股票。股价涨到天,
: 跟我就没有关系了。

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