问题如下：
Aline Nuñes, a junior analyst, works in the derivatives research division of an international securities firm. Nuñes’s supervisor, Cátia Pereira, asks her to conduct an analysis of various option trading strategies relating to shares of three companies: IZD, QWY, and XDF. On 1 February, Nuñes gathers selected option premium data on the companies, presented in Exhibit 1.
Nuñes considers two option strategies relating to XDF:
Strategy 7: Writing both the April €75.00 strike call option and the April €75.00 strike put option on XDF
Strategy 8: Writing the February €80.00 strike call option and buying the December €80.00 strike call option on XDF
Based on Exhibit 1, the best explanation for Nuñes to implement Strategy 8 would be that, between the February and December expiration dates, she expects the share price of XDF to:
选项：
A. decrease.
B. remain unchanged.
C. increase.
解释：
C is correct.
Nuñes would implement Strategy 8, which is a long calendar spread, if she expects the XDF share price to increase between the February and December expiration dates. This strategy provides a benefit from the February short call premium to partially offset the cost of the December long call option. Nuñes likely expects the XDF share price to remain relatively flat between the current price €74.98 and €80 until the February call option expires, after which time she expects the share price to increase above €80. If such expectations come to fruition, the February call would expire worthless and Nuñes would realize gains on the December call option.
因为short call ，2月到12月不是应该预期share price不变或下降才能赚到premimum吗？为什么是increase？谢谢
