期权组合的中文解释
指至少包含一份看涨期权(call)和一份看跌期权(put)的期权组合,组成部分可单独履行或交易,但起初是当作一个整体看待的。期权组合可作为投资者按其对市场的观点下注的工具,亦可当作降低期权费(premium)成本的手段。跨式期权组合(straddle)与异价跨式组合(strangle)是两种常见的期权组合。
Combined Option的英文解释
An option comprising at least one call and one put. The components may be exercised or traded separately, although they are
originally dealt as one. These strategies may be designed to take
advantage of a particular view on the market or to reduce outgoing
premium costs. Two common examples of
combination options are strangle and straddle strategies.