引用:
原帖由 tsuikinman 於 2011-3-22 16:11 發表
太復雜,玩唔掂 !thx
Set 1 -- Hope it will close above 22800
Net premium (299 - 207) 92pts
If above 22800 both contracts will expire and eat all premium
LP226 @207
SP228 @299
Set 2 -- Hope it will close below 23000
Net premium (408 - 560) -152pts
If below 23000, eat (23200 - 23000 - 152) 48pts
SP230 @408
LP232 @560
Total -152 + 92 = -60pts
Cost = 60pts = $3000
Max profit (92 + 48) 140pts = $7000
Set 1 > 22800 (92pts) & Set 2 < 23000 (48pts)
=> Max profit at range 22800 - 23000