可以考率一個複雜的組合

來源: 於 2025-06-02 18:29:36 [博客] [舊帖] [給我悄悄話] 本文已被閱讀：次

Rolldown:

  • Buy close 1 contract 360 Put,
  • Sell open 1 contract 6/20 345 put

Butterfly

  • Buy open 1 contract 6/20 345 put
  • sell open 2 contract 6/20 330 put
  • Buy open 1 contract 6/20 315 put

You can see that the two highlighted order above cancel out each other, so you are really just left with 2 contrat of short on 330 put, and 1 contract long on 315 put.

The entire tranaction above, all together is about $3-$4 debit. 

In worst case, it lower your put strike price to 345 (from 360). And if Tsla close around 330, you will make additional $15 from the spread between 345 to 330.