还是星宇好 · 2020年06月17日
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.
题目说的是BIG jump ，说明波动率上升，short butterfly想得通，Short straddle 不是做空波动率么。。。难道不是应该long straddle和long strangle？
NO.PZ2020021203000089问题如下A trar feels ththere will a big jump in a stopribut is uncertain of the rection. Intify three trang strategies ththe investor cimplement to reflehis or her views.The trar ctry a short butterfly sprea a short calenr sprea a strangle, or a strale.老师好，1、short butterfly sprea什么也可以？不是得在两个breeven point中间才有收益吗？下图红色short butterfly的图正确吗？2、卖出日历期权，日历期权不是为了节约成本的吗？您的意思是前期价格没波动买日历期权能保证有收入又节约期权费，但如果第一个时间段波动特别大，那就卖出日历期权？
NO.PZ2020021203000089 问题如下 A trar feels ththere will a big jump in a stopribut is uncertain of the rection. Intify three trang strategies ththe investor cimplement to reflehis or her views. The trar ctry a short butterfly sprea a short calenr sprea a strangle, or a strale. short butterfly spre具体是什么？
现在讲义里好像没有short calenr sprea只看到有calenr spre和 reverse calenr sprea calenr sprea short call (short-maturity)+ long call (long-maturity) reverse calenr spreashort put(short-maturity)+ long put(long-maturity) 那么short calenr sprea什么？
帮忙解答下short calenr spre为什么可以？
