Optionsstrategien-Druckversion

Optionsstrategien

Druckversion

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Market Bullish

Volatilität

Bullish

Neutral

Bearish

Optionen

Buy Call
Buy Two By One Ratio Call Spread
Buy Volatility Trade
Buy Call Spread:
-Buy ATM Call
-Sell OTM Call
Sell Put Spread:
-Buy ATM Put
-Sell ITM Put
Sell ITM Call Butterfly
Sell OTM Put Butterfly
Sell ITM Call Condor
Sell OTM Put Condor
Sell Call Ladder

Buy Underlying
Sell Put
Buy Call
Buy Call Spread:
-Buy ITM
-Call Sell OTM Call
Sell Put Spread:
-Buy OTM Put
-Sell ITM Put
Buy OTM Call Butterfly
Buy ITM Put Butterfly
Buy OTM Call Condor
Sell ITM Put Condor
Sell Combo

Sell Put
Sell Two By One Ratio Put Spread
Sell Put Volatility Trade
Buy Call Spread:
-Buy ITM Call
-Sell ATM Call
Sell Put Spread:
-Buy OTM Put
-Sell ATM Put
Buy OTM Call Butterfly
Buy ITM Put Butterfly
Buy OTM Call Condor
Sell ITM Put Condor
Buy Put Ladder

Delta

Gamma

Theta

Vega

Aufbau der Strategien

Market Neutral

Volatilität

Bullish

Neutral

Bearish

Optionen

Sell ATM Put/Call Butterfly
Buy ATM Iron Butterfly
Sell ATM Put/Call Condor
Buy ATM Calender Spread
Buy ATM Straddle Calender Spread
Buy Put/Call Volatility Trade
Buy Straddle
Buy Strangle
Buy Guts

Scalp
Arbitrage:
Box
Conversion / Reversal

Buy ATM Put/Call Butterfly
Sell ATM Iron Butterfly
Buy ATM Put/Call Condor
Sell ATM Calender Spread
Sell ATM Straddle Calender Spread
Sell Put/Call Volatility Trade
Sell Straddle
Sell Strangle
Sell Guts

Delta

Gamma

Theta

Vega

Aufbau der Strategien

Market Bearish

Volatilität

Bullish

Neutral

Bearish

Optionen

Buy Put
Buy Two by One Ratio Put Spread
Buy Volatility Trade
Sell Call Spread:
-Sell ITM Call
-Buy ATM Call
Buy Put Spread:
-Sell OTM Put
-Buy ATM Put
Sell OTM Call Butterfly
Buy ITM Put Butterfly
Sell OTM Call Condor
Sell ITM Put Condor
Sell Put Ladder

Sell Underlying
Sell Call
Buy Put
Sell Call Spread:
-Sell ITM Call
-Buy OTM Call
Buy Put Spread:
-Sell OTM Put
-Buy ITM Put
Buy ITM Call Butterfly
Buy OTM Put Butterfly
Buy ITM Call Condor
Sell OTM Put Condor
Buy Combo

Sell Call
Sell Two By One Ratio Call Spread
Sell Call Volatility Trade
Sell Call Spread:
-Sell ATM Call
-Buy OTM Call
Buy Put Spread:
-Sell ATM Put
-Buy ITM Put
Buy ITM Call Butterlfy
Buy OTM Put Butterfly
Buy ITM Call Condor
Sell OTM Put Condor
Buy Call Ladder

Delta

Gamma

Theta

Vega

Aufbau der Strategien (hier Kauf der entsprechende Strategie)

Ladder	Buy Call, sell call at a higher strike, sell call at yet higher strike (Sell put, sell put at higher strike, buy put at yet higher strike)
Straddle Calender Spread	Sell Straddle in near month, buy Straddle in far month at same strike
Diagonal Straddle Calender Spread	Sell Straddle in near month, buy Straddle in far month at different strike
Conversion	Sell call, buy put at same strike, buy future
Reversal	Buy call, sell put at same strike, sell future
Straddle	Buy put, buy call at same strike
Volatility Trade	Buy puts, buy appropriate number of futures to give zero net delta Buy calls, sell appropritate number of futures to give zero net deltla
Condor	Buy put (call), sell put (call) at two equally higher strikes, buy put (call) at yet higher strike
Box	Buy Call and sell put, buy put and sell call at higher strike
Butterfly	Buy put (call), sell two puts (calls) at higher strike, buy put (call) at equally higher strike
Call (Put) Spread	Buy Call, sell call at higher strike (Buy put, sell put at lower strike)
Calender Spread	Sell near put (call), buy far put (call)
Diagonal Calender Spread	Sell near put (call), buy far put (call) at a different strike
Guts	Buy call, buy put at a higher strike
Two by One Ration Call (Put) Spread	Sell call, buy two calls at higher strike (Sell put, buy two puts at lower strike)
Iron Butterfly	Buy Straddle, sell Straddle (eg sell put, buy put and call at higher strike, sell call at equally higher strike)
Combo	Sell call, buy put at lower strike
Strangle	Buy put, buy call at higher strike