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Jul 24th 2013, 02:21

想問一下台指選擇權結算計算的問題
假設
1.賣出賣權 8150 進場價 10
2.賣出買權 8000 進場價 18

到結算日結算價8240

不考慮手續費的話

在1 的狀況
(8240-8150-10)*50=4000

2的狀況則是賠掉
18*50=900

是這樣計算的嗎?
還是有其他的計算方式?

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