If you are willing to pay some small debit ....

來源: 三心三意 於 2025-06-04 11:41:10 [] [博客] [舊帖] [給我悄悄話] 閱讀數 : (161 bytes)
回答: 可以考慮這個複雜的組合 由 三心三意 於 2025-06-04 11:39:33

You can also "first" roll up this to 720 as the base strike price, and then apply butterfly from 720 (instead of 700), using the same concept.

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