Victorhuo2020-08-05 14:36:35
Victorhuo05.单选题 收藏 标记 纠错 The payoff pattern a WRITING A COVERED CALL is most similar to the payoff pattern of: A Long put option B Short put option C Long forward position D Short forward position 这题写说卖出一个covered call，covered call不是S-call，卖出不是应该看成call-S么，为啥答案还是选择A？不太明白
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Adam2020-08-05 19:21:24
Adam同学你好，这题有点争议。（后续我们会进行处理）
john hull的中文版的书上，对writing a covered call定义为：备保看涨期权承约。也就是long。
但是通常来说，我们认为writing是一个动作，short。建议这么理解。
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05.单选题 收藏 标记 纠错
Each of the following is true about option gamma, EXCEPT which is false?
A
For a short-life option, as expiration approaches (i.e., as maturity decreases to zero), the gamma of both in-the-money (ITM) and out-of-the-money (OTM) options tends toward zero
B
For a short-life option, as expiration approaches (i.e., as maturity decreases to zero), the gamma of an at-the-money (ATM) option tends toward zero
C
If you write a covered call, you are short gamma; i.e., position gamma is negative
D
If you purchase a protective put, you are long gamma; i.e., position gamma is positive，这题如果按照之前说的write a covered call等同于long的话，C选项不是有问题么？
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同学你好，我之前说了;
通常来说，我们认为writing是一个动作，short。建议这么理解。
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也就是按照最简单的理解就是write等于short，gamma为负值，不用去看他write了什么~不用去纠结对吧？write a covered call 是有问题的表述对嘛
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对的，
不用去看他write了什么~不用去纠结
嗯嗯，这里有点问题
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