林佳昀產業分析雲端運算網路服務

空頭價差、多頭價差、跨式、勒式

教學影片

選擇權理論價格:維基百科


<style>
canvas{border:20px}
option{font-size:24px;background:yellow;}
h1{background-image: linear-gradient(black, red);text-align:center;padding:10px;color:white;}</style>
<script>
function dashed(){
const c = document.getElementById("Options");
const ctx = c.getContext("2d");
ctx.beginPath();
ctx.moveTo(100,0);
ctx.lineTo(100,500);
ctx.strokeStyle="green";
ctx.setLineDash([10,10]);
ctx.lineWidth=1;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(200,0);
ctx.lineTo(200,500);
ctx.strokeStyle="green";
ctx.setLineDash([10,10]);
ctx.lineWidth=1;
ctx.stroke();
}
function putBear(){
const c = document.getElementById("Options");
const ctx = c.getContext("2d");
ctx.reset();
ctx.beginPath(); //開始繪製
ctx.moveTo(100, 0);
ctx.lineTo(200, 100);
ctx.lineTo(300,100);
ctx.font = "24px Arial";
ctx.fillText("買入履約價120的賣權puts",300,50);
ctx.strokeStyle = "red";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0, 300);
ctx.lineTo(100, 200);
ctx.lineTo(300,200);
ctx.font = "24px Arial";
ctx.fillText("賣出履約價100的賣權puts",300,250);
ctx.strokeStyle = "blue";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0, 400);
ctx.lineTo(100, 400);
ctx.lineTo(200,500);
ctx.lineTo(300,500);
ctx.font = "24px Arial";
ctx.fillText("100至120賣權空頭Put Bear價差",300,450);
ctx.strokeStyle = "black";
ctx.lineWidth = 5;
ctx.stroke();}
  
function callBull(){
const c = document.getElementById("Options");
const ctx = c.getContext("2d");
ctx.reset();
ctx.beginPath();
ctx.moveTo(0, 100);
ctx.lineTo(100, 100);
ctx.lineTo(200,0);
ctx.font = "24px Arial";
ctx.fillText("買入履約價100的買權Call",300,50);
ctx.strokeStyle = "red";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0, 200);
ctx.lineTo(200, 200);
ctx.lineTo(300,300);
ctx.font = "24px Arial";
ctx.fillText("賣出履約價120的買權Call",300,250);
ctx.strokeStyle = "blue";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0, 500);
ctx.lineTo(100, 500);
ctx.lineTo(200,400);
ctx.lineTo(300,400);
ctx.font = "24px Arial";
ctx.fillText("100至120買權多頭Call Bear價差",300,450);
ctx.strokeStyle = "black";
ctx.lineWidth = 5;
ctx.stroke();}
function putBull(){
const c = document.getElementById("Options");
const ctx = c.getContext("2d");
ctx.reset();
ctx.beginPath(); //開始繪製
ctx.moveTo(0, 0);
ctx.lineTo(100, 100);
ctx.lineTo(200,100);
ctx.lineTo(300,100);
ctx.font = "24px Arial";
ctx.fillText("買入履約價100的賣權Put",300,50);
ctx.strokeStyle = "red";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0,300);
ctx.lineTo(100, 300);
ctx.lineTo(200, 200);
ctx.lineTo(300,200);
ctx.font = "24px Arial";
ctx.fillText("賣出履約價120的賣權Put",300,250);
ctx.strokeStyle = "blue";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0, 500);
ctx.lineTo(100, 500);
ctx.lineTo(200,400);
ctx.lineTo(300,400);
ctx.font = "24px Arial";
ctx.fillText("100至120賣權多頭Put Bear價差",300,450);
ctx.strokeStyle = "black";
ctx.lineWidth = 5;
ctx.stroke();}
 
function callBear(){
const c = document.getElementById("Options");
const ctx = c.getContext("2d");
ctx.reset();
ctx.beginPath();
ctx.moveTo(0, 100);
ctx.lineTo(200, 100);
ctx.lineTo(300,0);
ctx.font = "24px Arial";
ctx.fillText("買入履約價120的買權Call",300,50);
ctx.strokeStyle = "red";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0, 300);
ctx.lineTo(100, 200);
ctx.lineTo(300,200);
ctx.font = "24px Arial";
ctx.fillText("賣出履約價100的買權Call",300,250);
ctx.strokeStyle = "blue";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0, 400);
ctx.lineTo(100, 400);
ctx.lineTo(200,500);
ctx.lineTo(300,500);
ctx.font = "24px Arial";
ctx.fillText("100至120買權空頭Call Bear價差",300,450);
ctx.strokeStyle = "black";
ctx.lineWidth = 5;
ctx.stroke();}
function clear()
{const c = document.getElementById("Options");
const ctx = c.getContext("2d")
ctx.reset();}
  
function buyStraddle(){
const c = document.getElementById("Options");
const ctx = c.getContext("2d");
ctx.reset();
ctx.beginPath(); //開始繪製
ctx.moveTo(0, 0);
ctx.lineTo(100, 100);
ctx.lineTo(200,100);
ctx.font = "24px Arial";
ctx.fillText("買入履約價100的賣權puts",300,50);
ctx.strokeStyle = "red";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0, 300);
ctx.lineTo(100,300);
ctx.lineTo(200,200);
ctx.font = "24px Arial";
ctx.fillText("買入履約價100的買權calls",300,250);
ctx.strokeStyle = "red";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0, 400);
ctx.lineTo(100, 500);
ctx.lineTo(200,400);
ctx.font = "24px Arial";
ctx.fillText("100下跨(買跨)",300,450);
ctx.strokeStyle = "black";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(3,0);
ctx.lineTo(3,500);
ctx.strokeStyle="green";
ctx.setLineDash([10,10]);
ctx.lineWidth=1;
ctx.stroke();}
  
function sellStraddle(){
const c = document.getElementById("Options");
const ctx = c.getContext("2d");
ctx.reset();
ctx.beginPath(); //開始繪製
ctx.moveTo(0, 100);
ctx.lineTo(100, 0);
ctx.lineTo(200,0);
ctx.font = "24px Arial";
ctx.fillText("賣出履約價100的賣權puts",300,50);
ctx.strokeStyle = "blue";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0, 200);
ctx.lineTo(100,200);
ctx.lineTo(200,300);
ctx.font = "24px Arial";
ctx.fillText("賣出履約價100的買權calls",300,250);
ctx.strokeStyle = "blue";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0, 500);
ctx.lineTo(100, 400);
ctx.lineTo(200,500);
ctx.font = "24px Arial";
ctx.fillText("100上跨(賣跨)",300,450);
ctx.strokeStyle = "black";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(3,0);
ctx.lineTo(3,500);
ctx.strokeStyle="green";
ctx.setLineDash([10,10]);
ctx.lineWidth=1;
ctx.stroke();}
  
function buyStrangle(){
const c = document.getElementById("Options");
const ctx = c.getContext("2d");
ctx.reset();
ctx.beginPath(); //開始繪製
ctx.moveTo(0, 0);
ctx.lineTo(100, 100);
ctx.lineTo(300,100);
ctx.font = "24px Arial";
ctx.fillText("買入履約價100的賣權puts",300,50);
ctx.strokeStyle = "red";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0, 300);
ctx.lineTo(200,300);
ctx.lineTo(300,200);
ctx.font = "24px Arial";
ctx.fillText("買入履約價120的買權calls",300,250);
ctx.strokeStyle = "red";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0, 400);
ctx.lineTo(100, 500);
ctx.lineTo(200, 500);
ctx.lineTo(300,400);
ctx.font = "24px Arial";
ctx.fillText("100至120買進勒式",300,450);
ctx.strokeStyle = "black";
ctx.lineWidth = 5;
ctx.stroke();}
  
function sellStrangle(){
const c = document.getElementById("Options");
const ctx = c.getContext("2d");
ctx.reset();
ctx.beginPath(); //開始繪製
ctx.moveTo(0, 100);
ctx.lineTo(100, 2);
ctx.lineTo(300, 2);
ctx.font = "24px Arial";
ctx.fillText("賣出履約價100的賣權puts",300,50);
ctx.strokeStyle = "blue";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0, 200);
ctx.lineTo(200,200);
ctx.lineTo(300,300);
ctx.font = "24px Arial";
ctx.fillText("賣出履約價100的買權calls",300,250);
ctx.strokeStyle = "blue";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(0, 500);
ctx.lineTo(100, 400);
ctx.lineTo(200,400);
ctx.lineTo(300,500);
ctx.font = "24px Arial";
ctx.fillText("100至120賣出勒式",300,450);
ctx.strokeStyle = "black";
ctx.lineWidth = 5;
ctx.stroke();
ctx.beginPath();
ctx.moveTo(3,400);
ctx.lineTo(3,500);
ctx.strokeStyle="green";
ctx.setLineDash([10,10]);
ctx.lineWidth=1;
ctx.stroke();}
  
function Check (reply)
{
const element = document.getElementById('select');
 if ( reply == 'clear' ) clear();
 if ( reply == 'putbear' ){putBear(); dashed();};
 if ( reply == 'callbull' ){callBull();dashed();};
 if ( reply == 'putbull' ){putBull();dashed();};
 if ( reply == 'callbear' ){callBear();dashed();};
 if ( reply == 'buystraddle' ){buyStraddle();dashed();};
 if ( reply == 'sellstraddle' ){sellStraddle();dashed();};
 if ( reply == 'buystrangle' ){buyStrangle();dashed();};
 if ( reply == 'sellstrangle' ){sellStrangle();dashed();};
}
</script>
<h1>空頭價差、多頭價差、跨式、勒式</h1>
<label>選擇權價差交易策略</label>
<select id="select" onchange="Check(this.value)">
  <option value="clear">清空</option>
  <option value="putbear">賣權put空頭價差</option>
  <option value="callbull">買權call多頭價差</option>
  <option value="putbull">賣權put多頭價差</option>
  <option value="callbear">買權call空頭價差</option>
  <option value="buystraddle">下跨(買跨)付出權利金</option>
  <option value="sellstraddle">上跨(賣跨)收取權利金付出保證金</option>
  <option value="buystrangle">買進勒式付出權利金</option>
  <option value="sellstrangle">賣出勒式收取權利金付出保證金</option>
</select>
<canvas height="600" id="Options" width="700"></canvas>

<img src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEh6dzWDF-5xhn2RPunEN1qE1NWB4SKK2jJ_km8lI8kTANpAe7Yp6T6NJtcC7cj6bdEaOwvRqY-tRLOEjqpYiJwDoZnqaG5GQyvyDJZiTPBSsqItrwrUFOs63SRr9_jV_e8z-l78VbtyFNidPNZ0gzcnnUyrDa584i0wYvFeHK6gnXyB-GgwewrZD4oUx6Cu/w216-h400/27600put.jpg" width="300" />

<img height="400" src="https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEh8kUUEkbg_QQZNuPQaC9OPcmbykKDqEhKPDt-yPjLNe7udado-Un_p-OFvKZjLGdTOeCK7fN1TbnyLuearOzpi3HKZuIKRY7yK6wBQrjDpvT2HPawZYOCpscIUfArxBSGl36F7CtppofhLlK0SQnocB7tzQzCKXz1t7VaI2wEk3YZ9Hf4C1pRG-BZ4n5yO/s600/27900call.jpg" width="300" />
<H1>教學影片</H1>
<iframe width="560" height="315" src="https://www.youtube.com/embed/1QQerBXmcAk?si=qKY0Vj_z8JihKxg6"></iframe>
<iframe width="560" height="315" src="https://zh.wikipedia.org/zh-tw/%E9%9B%B2%E7%AB%AF%E9%81%8B%E7%AE%97"></iframe>
<h1>選擇權理論價格:維基百科</h1>
<iframe height="300" src="https://zh.wikipedia.org/zh-tw/%E6%9C%9F%E6%AC%8A" width="100%"></iframe>

留言

  1. 產也分析,好犀利,連程式碼也公告。https://yun0205.blogspot.com/2026/01/blog-post.html

    回覆刪除

張貼留言

這個網誌中的熱門文章

林佳昀投資學股利成長模型

林佳昀投資學股利折現模式本益比

2025年一月投資學期末考