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I think you theme will work for most part with little tweaks

for straddle:

Max Loss is the cost of the strategy (since you are long both call and put)
=> mx loss = c+p

Max Profit is the diff. in Xs minus cost of the strategy
since there is 1 strike price , instead of diff in Xs, its Strike -X minus cost of the strategy

B/E Xl+cost of the strategy or Xh-cost of the strategy
since there is no Xl or Xh , all we have is X same applies for B/E
B/e = X+cost of the strategy or X- cost of the strategy

I will hv to think abt butterfly

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