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
Комментариев нет:
Отправить комментарий