问题如下图：small move是关键吧，求指点
选项：
A. 
B. 
C. 
解释：
包包_品职助教 · 2020年02月03日
嗨，从没放弃的小努力你好：
对的，其实对这道题来说，看不看这个small moves 都不影响你选出正确答案，因为你是long stock，那要delta nutral 的话要么就是long put 要么就是short call。但是选项里面都没有long put，就选short call了
不过其实small move的话 short call 要比long put 更合适一点
-------------------------------加油吧，让我们一起遇见更好的自己！
wenxing · 2020年02月09日
可不可以再讲解一下small move 为啥有影响？对于 call 和 put 选择又啥影响？
包包_品职助教 · 2020年02月11日
small move 的话说明波动小，波动小的话意味着不容易跌倒或者涨到行权的执行价格，那这个时候就适合卖期权赚取期权费不适合买期权
NO.PZ201702190300000408 老师好，这道题说拥有ETF，那就是long一个头寸，但如何判断是call还是put呢？我当时认为题目说he is worriethe inx woulcline，那就代表原来是认为价格会上涨么，那应该是call啊
NO.PZ201702190300000408 这句话的意思是一个3个月的fra，可以在3个月后以0.75%的利率进入一个6个月的loan对吗？beginning in six month是持续6个月的意思？
NO.PZ201702190300000408 selling call options. buying call options. B is correbecause selling call options creates a short position in the ETF thwoulhee his current long position in the ETF. Exhibit 2 coulalso useto answer the question. Solomon owns 10,000 shares of the GPX, eawith a lta of +1; finition, his portfolio lta is + 10,000. A lta hee coulimplementeselling enough calls to make the portfolio lta neutral: NH=Portfolio ltalataH=+10,000+0.6232−16,046 calls.NH=\frac{Portfolio\text{ lta}}{lata_H}=\frac{+10,000}{+0.6232}-16,046\text{ }calls.NH=lataHPortfolio lta=+0.6232+10,000−16,046 calls.老师 如果A说buy put对吗？
NO.PZ201702190300000408 selling call options. buying call options. B is correbecause selling call options creates a short position in the ETF thwoulhee his current long position in the ETF. Exhibit 2 coulalso useto answer the question. Solomon owns 10,000 shares of the GPX, eawith a lta of +1; finition, his portfolio lta is + 10,000. A lta hee coulimplementeselling enough calls to make the portfolio lta neutral: NH=Portfolio ltalataH=+10,000+0.6232−16,046 calls.NH=\frac{Portfolio\text{ lta}}{lata_H}=\frac{+10,000}{+0.6232}-16,046\text{ }calls.NH=lataHPortfolio lta=+0.6232+10,000−16,046 calls.1，解析中的公式从哪里来的？我在强化班中并没有看到。为什么可以直接用 portfolio lta除以 lta put ，而且分子分母都是正数，得出来的是负数？2.怎么定量求解？
selling call options. buying call options. B is correbecause selling call options creates a short position in the ETF thwoulhee his current long position in the ETF. Exhibit 2 coulalso useto answer the question. Solomon owns 10,000 shares of the GPX, eawith a lta of +1; finition, his portfolio lta is + 10,000. A lta hee coulimplementeselling enough calls to make the portfolio lta neutral: NH=Portfolio ltalataH=+10,000+0.6232−16,046 calls.NH=\frac{Portfolio\text{ lta}}{lata_H}=\frac{+10,000}{+0.6232}-16,046\text{ }calls.NH=lataHPortfolio lta=+0.6232+10,000−16,046 calls.Solomon owns 10,000 shares of the GPX, eawith a lta of +1; finition, his portfolio lta is + 10,000. 这里为什么portfolio lta是+10000？