很好很实用的一个option trading的小册子
Contents
Page
Introduction
LIFFE options contracts 3
Recognised strategies 5
Basic options theory 7
Notes on strategy construction 10
LIFFE Options Strategies
1. Long Call 11
2. Short Call 12
3. Long Put 13
4. Short Put 14
5. Long Call Spread 15
6. Short Put Spread 16
7. Short Call Spread 17
8 Long Put Spread 18
9. Long Combo 19
10. Short Combo 20
11. Long Straddle 21
12. Short Straddle 22
13. Long Strangle 23
14. Short Strangle 24
15. Long Guts 25
16. Short Guts 26
17. Long Butterfly 27
18. Short Butterfly 28
19. Long Condor 29
20. Short Condor 30
21. Long Iron Butterfly 31
22. Short Iron Butterfly 32
23. Long Iron Condor 33
1
2
24. Short Iron Condor 34
25. Long Call Strip 35
26. Short Call Strip 36
27. Long Put Strip 37
28. Short Put Strip 38
29. Long Calendar Spread 39
30. Long Diagonal Calendar Spread 40
31. Long Straddle Calendar Spread 41
32. Long Diagonal Straddle Calendar Spread 42
33. Long Jelly Roll 43
34. Long Straddle (Calendar) Strip 44
35. Long Box 45
36. Long Two by One Ratio Call Spread 46
37. Short Two by One Ratio Call Spread 47
38. Long Two by One Ratio Put Spread 48
39. Short Two by One Ratio Put Spread 49
40. Long Call Ladder 50
41. Short Call Ladder 51
42. Long Put Ladder 52
43. Short Put Ladder 53
44. Synthetic Long Underlying 54
45. Synthetic Short Underlying 55
46. Long Call Spread versus Put 56
47. Short Call Spread versus Put 57
48. Long Put Spread versus Call 58
49. Short Put Spread versus Call 59
50. Long Straddle versus Call 60
51. Short Straddle versus Call 61
52. Long Straddle versus Put 62
53. Short Straddle versus Put 63
54. Long Volatility Trade 64
55. Short Volatility Trade 65
56. Conversion/Reversal 66
57. Delta Neutral Strategies 67