常见期权交易策略.pdf

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1、常见期权交易策略一、单边交易...................................................................................................................................21、买入认购期权（LongCall）........................................................................................22、买入认沽期权（LongPut）..

2、.......................................................................................23、卖出认购期权（ShortCall）.......................................................................................24、卖出认沽期权（ShortPut）...........................................................

3、.............................2二、套利交易...................................................................................................................................21、牛市看涨价差组合..............................................................................................

4、.........22、牛市看跌价差组合.......................................................................................................33、熊市看涨价差组合.......................................................................................................34、熊市看跌价差组合........................

5、...............................................................................45、买进蝶式价差组合.......................................................................................................56、卖出蝶式价差组合....................................................................

6、...................................57、基差看涨期权组合.......................................................................................................68、基差看跌期权组合.......................................................................................................79、买进跨式组合

7、...............................................................................................................810、卖出跨式组合...........................................................................................................811、买进勒式组合..................................

8、.........................................................................912、卖出勒式组合.............