中证1000指数期权 交易策略代码
时间: 2023-06-02 10:02:27 浏览: 77
以下是中证1000指数期权的交易策略代码:
1. Covered Call策略:
定义:买入中证1000指数ETF,同时卖出相应的认购期权。
代码:
Buy 1000 shares of China Securities 1000 ETF (510500)
Sell 10 call options of China Securities 1000 ETF with strike price at or above current market price
2. Protective Put策略:
定义:买入中证1000指数ETF,同时买入相应的认沽期权。
代码:
Buy 1000 shares of China Securities 1000 ETF (510500)
Buy 10 put options of China Securities 1000 ETF with strike price at or below current market price
3. Long Straddle策略:
定义:同时买入相应的认购期权和认沽期权。
代码:
Buy 10 call options of China Securities 1000 ETF with strike price at or above current market price
Buy 10 put options of China Securities 1000 ETF with strike price at or below current market price
4. Short Straddle策略:
定义:同时卖出相应的认购期权和认沽期权。
代码:
Sell 10 call options of China Securities 1000 ETF with strike price at or above current market price
Sell 10 put options of China Securities 1000 ETF with strike price at or below current market price
5. Long Call Butterfly策略:
定义:同时买入两个不同的认购期权和卖出两个相邻的认购期权。
代码:
Buy 10 call options of China Securities 1000 ETF with strike price at or below current market price
Buy 10 call options of China Securities 1000 ETF with strike price at or above current market price
Sell 20 call options of China Securities 1000 ETF with strike price in between the two bought options
6. Long Put Butterfly策略:
定义:同时买入两个不同的认沽期权和卖出两个相邻的认沽期权。
代码:
Buy 10 put options of China Securities 1000 ETF with strike price at or above current market price
Buy 10 put options of China Securities 1000 ETF with strike price at or below current market price
Sell 20 put options of China Securities 1000 ETF with strike price in between the two bought options
以上是中证1000指数期权的交易策略代码,仅供参考。请注意,交易期权具有高风险,需要进行充分的风险管理和投资规划。