пятница, 19 февраля 2021 г.

Training, Options, Strategies

1. Buy, Sell Call, Put

2. Buy, Sell Spread, Condors

Delta Neutral

3. Straddle, Strangles, Delta-Hedge

4. Слабо Гамма положительные стратегии.

Call Strangle + Sell Straddle Central Strike + Delta Hedge

Futures Hedging

1. 

Long Futures +  Long Put, 

Short Futures + Long  Call

2. 

Long Futures + Short Call, 

Short Futures + Short Put

3. Collar:

Long Futures + Short Call + Long Put

Short Futures + Short Put + Long Call

4. Risk Reversal

Long Futures + Long Call OTM + Short Call ITM

Short Futures + Long Put  OTM + Short Put ITM

5. Futures Substitute with Option

Long Futures -> Long Call OTM + Sell Put OTM

Short Futures -> Long Put OTM + Sell  Call OTM







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