SPX Bull Put Spread# Stock
L*s
1 楼
看了下年底 Dec15 的 SPX quotes
2400-2500 的 SPX Bull Put Spread：
max gain = premium ~= 42 (if SPX > 2500)
max loss ~= 100 - 42 = 58 (if SPX < 2400)
breakeven = 2400 + 58 = 2458
negative reward-risk ratio (max gain < max loss)
2500-2600 spread (both legs are ITM):
max gain = premium ~= 66 (if SPX > 2600)
max loss ~= 100 - 66 = 34 (if SPX < 2500)
breakeven = 2500 + 34 = 2534
positive reward-risk ratio
现在 SPX 是 2436
众将觉得 Dec15 它能到几？
2400-2500 的 SPX Bull Put Spread：
max gain = premium ~= 42 (if SPX > 2500)
max loss ~= 100 - 42 = 58 (if SPX < 2400)
breakeven = 2400 + 58 = 2458
negative reward-risk ratio (max gain < max loss)
2500-2600 spread (both legs are ITM):
max gain = premium ~= 66 (if SPX > 2600)
max loss ~= 100 - 66 = 34 (if SPX < 2500)
breakeven = 2500 + 34 = 2534
positive reward-risk ratio
现在 SPX 是 2436
众将觉得 Dec15 它能到几？