LONG 和 SHORT BOX说反了

NO.PZ2020021203000086

问题如下：

What options positions are necessary to build a short position in a box spread?

选项：

解释：

Suppose K2 < K1 , A long box spread is created by buying a call with strike price K1 , selling a call with strike price K2, buying a put with strike price K2, and selling a put with strike price K1. A short box spread is therefore created by selling a call with strike price K1 , buying a call with strike price K2, selling a put with strike price K2, and buying a put with strike price K1 . All options have the same time to maturity.

根据讲义强化班P57，long box= bull call spread + bear put spread

bull call spread= long X低 call + short X高 call

bear put spread = long X高put + short X低 put

答案中刚好把long box和short box头寸说反了。

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品职答疑小助手雍 · 2021年07月04日

嗨，爱思考的PZer你好：

嗯嗯，我跟教研反馈一下，改成K2大于K1就行了~

谢谢指出~

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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NO.PZ2020021203000086 问题如下 Whoptions positions are necessary to buila short position in a box sprea Suppose K2 K1 , A long box spreis createbuying a call with strike priK1 , selling a call with strike priK2, buying a put with strike priK2, anselling a put with strike priK1. A short box spreis therefore createselling a call with strike priK1 , buying a call with strike priK2, selling a put with strike priK2, anbuying a put with strike priK1 . All options have the same time to maturity. 老师好，麻烦一下题目及答案。另外讲义上的各类策略是否都按照long的头寸写的？好像完全没提头寸的问题，对于构建box sprea本质用于套利，前提是有套利机会，那么short box sprea目的又是啥？

2024-07-29 01:13 1 · 回答

这题难道不是k2大于k1吗？

2020-10-14 23:57 1 · 回答

long box是 long bull call+long beput对吗？

2020-04-26 07:31 1 · 回答

LONG 和 SHORT BOX说反了

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