Max4042 wrote:因為是價差交易,實...(恕刪) 剛剛在留言上面精算過了,等於用大量的保證金去做這個策略‧買9300PUT142賣9250PUT104142-104=38點假設指數在9300以上,等於賠9300put142,賺9250PUT104‧合計只賠38點-142+104+0+0=-38假設指數在9200,等於賺買權9300PUT100.賠賣權9250PUT50,合計賺50點‧扣掉成本買9300put142,加上賣9250PUT104總共-142+104+100-50=12假設指數在9000,等於賺買權9300PUT300,賠賣權9250PUT250,合計賺50合計-142+104+300-250=12點賣權空頭價差