ccxge · 2019年05月19日
各种option组合策略可不可以总结以下每种策略是否有limited gain/limited loss/unlimited gain/unlimited loss？比如short butterfly有limited gain。以为我看讲义上面也没有专门针对每种策略做这种总结，然后我看图也不是很明白，关键是题目有很多是让基于策略是否有limited gain/loss进行选择。麻烦能帮我总结下吗？多谢多谢！
covered call
protective put
collar
bull spread
bear spread
long butterfly spread, short butterfly spread
long straddle, short straddle
covered call和protective put我明白了，covered call相当于short put，所以有limited gain&limited loss。protective put相当于long call所以有limited loss和unlimited gain，对吧？
企鹅_品职助教 · 2019年05月20日
covered call limited gain，unlimited loss
protective put unlimited gain，limited loss
collar limited gain，limited loss
bull spread limited gain，limited loss
bear spread limited gain，limited loss
long butterfly spread limited gain，limited loss
short butterfly spread limited gain，limited loss
long straddle unlimited gain，limited loss
short straddle limited gain，unlimited loss
