14:34 (1.5X)
1, risk reversal = long stock + long put + short call
2, long risk reversal = long call + short put
3, short risk reversal = long put + short call
这三者有什么关系啊
没太懂其中的逻辑。
1, risk reversal 的组成是包含了股票的? long risk reversal 与 short risk reversal 不含有股票?
2, 如果说 risk reversal = long stock + long put + short call
那long risk reversal 难道不应该是 = long stock + long put + short call ?????
那short risk reversal 难道不应该是 = short stock + short put + long call????
股票去哪里了呢? 这个是什么逻辑呢
没懂这个点。谢谢老师。