跨期价差分析_老虎社区_美港股上老虎 - 老虎社区

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跨期价差分析

小嘉泽
2019-09-30

这两张图是买11月和卖10月的跨期价差，SPY由285涨到了300。图一是call,图二是put

这两张图是SPY300跌倒285的买11月卖10月的跨期价差，图三是put. 图四是call

通过两张图的对比可以看到，不论是call还是put，对于跨期价差来说，始终是股价上涨/隐含波动率下降更合适。因为一方面虚值call和实值put价差低，另一方面，股价向上他们的范围很大，股价向下范围很小。

跨期价差2元以上范围：行权价-5到行权价+15

$标普500ETF(SPY)$

# 期权基础知识入门

免责声明：上述内容仅代表发帖人个人观点，不构成本平台的任何投资建议。

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YaN
·2019-09-30
[得意]
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