Options Trading - 期权面面观

Risk Defined and Undefined Strategies Explained (4) 等价宽跨式 - 风险定义与未定义策略 (4)

| May 6, 2022
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    Options Trading - 期权面面观

    Risk Defined and Undefined Strategies Explained (4) 等价宽跨式 - 风险定义与未定义策略 (4)

    May 6, 2022

    在“浅尝期权”系列当中,我们介绍过”等价替换策略”的概念。比如备对看涨组合和卖出看跌期权就是一对可以等价替换的策略。因为我们最近在介绍风险定义与未定义之间的关系,今天我们要提出一个类似的概念:等价未定义策略。那这次节目我们就来具体谈谈最常用的等价宽跨式。

    In previous episodes, we introduced a new concept called “Synthetic Positions”. Like Covered Call and Short Put, they are synthetically the same if choosing the same short strikes. Since we are in the process of explaining the Risk-defined and -undefined strategies, this time, we would like to talk about another similar concept - the “Synthetic Strangle.”

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