第5 章 熊市交易策略······················106
5.1 买入看跌期权（long put）························107
5.2 裸卖出看涨期权（nakedshort call）·························107
5.3 熊市看跌期权价差（bearput spread）························107
5.4 熊市看涨期权价差（bearcall spread）······················111
5.5 深度实值熊市看涨期权价差（deep itm bearcall spread）······················116
5.6 看跌期权比率价差（bearratio spread）····················120
5.7 空头看跌期权比率价差（short bearratio spread）····················126
5.8 熊市看跌期权梯形价差（bear putladder spread）··················130
第6 章 大波动交易策略··················136
6.1 大波动策略简介（volatileoptions strategies）············136
6.2 买入跨式期权（longstraddle）····························138
6.3 买入条形跨式（stripstraddle）····························142
6.4 买入带形跨式（strapstraddle）····························146
6.5 买入宽跨式（longstrangle）····························150
6.6 买入带形宽跨式（strap strangle）·················154
6.7 买入条形宽跨式（strip strangle）·················158
6.8 买入飞碟式期权（long gut）························162
6.9 卖出看涨期权水平价差（short horizontal calendarcall spread）······················166
6.10 卖出看涨期权对角价差（short diagonal calendarcall spread）····················169
6.11 卖出看跌期权水平价差
（short horizontal calendar
put spread）······················172
6.12 卖出看跌期权对角价差
（short diagonal calendar
put spread）······················175
6.13 卖出蝶式价差（short
butterfly spread）·············178
6.14 卖出秃鹰式价差（short
condor spread）···············181
6.15 卖出信天翁价差（short
albatross spread）············185
6.16 反向铁蝶式价差（reverse
iron butterfly spread）·····187
6.17 反向铁鹰式价差（reverse
iron condor spread）······· 190
6.18 反向铁信天翁价差（reverse
iron albatross spread）···· 193
第7 章 小波动交易策略·················· 196
7.1 卖出跨式（short
straddle）···························· 196
7.2 卖出宽跨式（short
strangle）···························· 200
7.3 卖出飞碟式（short gut）··· 204
7.4 卖出条形跨式（short
strip straddle）··················· 208
7.5 卖出带形跨式（short
strap straddle）·················· 212
7.6 卖出条形宽跨式（short
strip strangle）··················· 216
7.7 卖出带形宽跨式（short
strap strangle）·················· 220
7.8 看涨期权水平价差
（horizontal calendar
call spread）······················ 224
7.9 看涨期权对角价差（diagonal
calendar call spread）······· 226
7.10 看跌期权水平价差
（horizontal calendar
put spread）····················· 229
7.11 看跌期权对角价差（diagonal
calendar put spread）······ 231
7.12 蝶式价差（butterfly
spread）···························· 233
7.13 秃鹰式价差（condor
spread）···························· 237
7.14 信天翁式价差（albatross
spread）···························· 241
7.15 铁蝶式价差（iron
butterfly spread）············ 244
7.16 铁鹰式价差（iron
condor spread）··············· 247
7.17 铁信天翁价差（long
iron albatross spread）···· 252
7.18 看涨期权折翅蝶式价差
（call broken wing
butterfly spread）············ 254
7.19 看跌期权折翅蝶式价差
（put broken wing
butterfly spread）············ 258
7.20 看涨期权折翅秃鹰式价差
（call broken wing
condor spread）··············· 260
7.21 看跌期权折翅秃鹰式价差
（put broken wing
condor spread）··············· 264
第8 章 期权套利策略······················ 267
8.1 从单边交易到对冲············· 267
8.2 期权的套利机会················· 268
8.3 买卖权平价关系················· 269
8.4 执行价格套利····················· 272
8.5 转换套利与反转套利
（conversion / reversal
arbitrage）························· 274
8.6 箱式套利（box spread）··· 278
第9 章 期权套期保值策略·············· 281

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