Options Trading - 期权面面观

Strangle's BPR 宽跨式的保证金

| Aug 19, 2022
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    Options Trading - 期权面面观

    Strangle's BPR 宽跨式的保证金

    Aug 19, 2022
    之前我们谈到了裸期权中的卖出看涨和看跌期权的保证金算法,那么作为这两者的组合宽跨式呢?我们是应该把两者的保证金相加,相乘,还是取其中的一边?这期节目我们会解释如何得到期权策略中最常用的宽跨式的保证金。

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    In the previous episode, we explained the three key components that calculate the buying power (Margin requirement) of naked puts and calls. What about Strangles, the combination of the two? Do we add the BPs of these two together or only take one side of them? Let’s listen to Kai’s explanation of how to get BPR of this most traded options strategy, Strangles.

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