引用:
原帖由 patrick2010 於 2012-3-30 10:28 發表 
Jinpa C hing,
Pls help to comment on the following Long put and short put strategy :
eg. long put May 17200 @ 60 and short put June 17200 @ 130
Thanks
First of all, with my very limited resources, I do not intend and in fact won't be able to comment on individual positions. However, I could make yours as an example by opening a new discussion thread on "Calendar Spread". Traditional ways of using this strategy can be easily located in many option trading textbooks, printed or online. There is also a particular guy called David something who employs a very different approach by calculating some thing he called "the cost of premium per day" for choosing the pair of options he'd find profitable. To learn more, simply google "deltaneutral".
Meanwhile, please allow me some time to open the new thread for discussing your position.
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本帖最後由 Jinpa 於 2012-3-30 11:04 編輯 ]
