kathy sham2024-02-13 23:20:23
why do I use ATM PUT for BUYING PUT FOR BEAR PUT here? not using OTM PUT?
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Simon2024-02-14 13:00:17
同学,新年好。
因为题目要求he´s hesitant to sell but wants to protect their value,要保护原股票头寸的价值(价格25.12),所以买入ATM put=25。
同时在bear put pread中,会卖出一个行权低的put来抵减成本,所以卖出20 put。
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