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单词 Backspread
释义

Backspread

英语百科

Backspread

An example profit and loss graph for a Put Backspread options strategy placed at a net credit.  The solid black line shows the combined value of the position at expiration.  The dashed blue line shows the combined value of the position some time before expiration and when there exists significant implied volatility in the options.
An illustration of the put backspread, placed for a net credit, showing the overall profit/loss of the position at expiry (solid black line) and sometime before expiry with different levels of implied volatility (dashed blue lines, darker = higher volatility).

The backspread is the converse strategy to the ratio spread and is also known as reverse ratio spread. Using calls, a bullish strategy known as the call backspread can be constructed and with puts, a strategy known as the put backspread can be constructed.

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更新时间:2025/6/21 3:35:29