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sailingby · 2020年04月09日

问一道题:NO.PZ2020021203000089

问题如下:

A trader feels that there will be a big jump in a stock price but is uncertain of the direction. Identify three trading strategies that the investor can implement to reflect his or her views.

选项:

解释:

The trader can try a short butterfly spread, a short calendar spread, a strangle, or a straddle.

现在讲义里好像没有short calendar spread?只看到有calendar spread 和 reverse calendar spread。

calendar spread是 :short call (short-maturity)+ long call (long-maturity)

reverse calendar spread是:short put(short-maturity)+ long put(long-maturity)

那么short calendar spread是什么?

1 个答案

小刘_品职助教 · 2020年04月09日

同学你好,

short calendar spread就是reverse calendar spread。