AmaGrike anesiXhosa; Gamma

Indlela iGamma ithinte ngayo i-Delta

Uninzi olukhethwa ngabahwebi abanalo ubunzima ekuqondeni indlela i -Greeks yokuqala yokuqala ngayo (i-Theta, Delta, Vega, kunye nomsebenzi obaluleke kakhulu kwiRho). Xa elinye ipharamitha elithile (umhla wekhalenda, intengo yesitokisi, ibonisa ukunganyaniseki, okanye inzala), elinye lamaGrike linika ubungqikelelo obuhle bokuthi olo tshintsho luchaphazela njani ixabiso laluphi ukhetho.

Ezi ziGrike zimelela into ebaluleke kakhulu kwilizwe lokukhetha.

Nabani na onokhetho olukhethiweyo kufuneka akhathazeke ngokwazi umngcipheko ochaphazelekayo wokuba naloo ndawo. Kwaye amaGrike aya kuhlangula kuba asetyenziswa ukulinganisa umngcipheko. Ukucaciswa: AmaGrike asitshela nje ngemali esinokuyilindela ukufumana (okanye ukulahleka) xa ixabiso lexabiso lexabiso lexabiso lexabiso lexabiso lexabiso lexabiso lexabiso lexabiso lexabiso lexabiso lexabiso lexabiso lexabiso lexabiso lexabiso lexabiso lexabiso lexabiso lexabiso lenkxaso. Uqikelelo luya kufumaneka ngokuchanekileyo kwipenisi elikufuphi, kodwa uqikelelo luchanileyo ngokufanelekileyo ukuba umthengisi akumele amangaliswe xa kukho iholo elikhulu okanye lilahlekile.

Ukuba uthabatha ixesha lokusebenzisa izixhobo zolawulo lomngcipheko wakho (okwenene, ungasebenzisa lakho) ukudweba umfanekiso (oko kukuthi, intengo yesitokisi se-stock / P / L kwigrafu), awusoze wamangaliswa ngokungalindelekanga ukulahleka okukhulu. Okukuvumela ukuba wakhe indawo apho ingozi yokulahleka ihlala kwindawo yakho yokuthuthuzela . Oku kufezwa ngokuba nesimo ngesayizi esesikweni esifanelekileyo.

Amashadi anika umfanekiso ocacileyo wokuba imali ilahleke okanye ifunyenwe xa iveki enye idlulayo, okanye ukuba isitokthi sinyuka phezulu ngo-5%, okanye ukuba ukunyanzeliswa komsebenzi kuphakama ngo-10%, njl. izimvo emva kokukhetha:

* Akunjalo 'rhoqo' kuba enye into ingaba enkulu ngokwaneleyo ukucima i-Delta.

IziGrike zokuQala kunye neZibini
I-oda yokuGrike yokuqala ilinganisa indlela ixabiso lokukhetha litshintsha ngayo enye yeeparitha echaphazela ukuguquka kwexabiso lentetho.

Umyalelo wesibini weGrike ulinganisa indlela ukubaluleka komyalelo wokuqala wesiGrike xa enye yeeparitha echaphazela ukuguquka kwexabiso lentetho.

Umzekelo: I-Order yokuqala yeGrike

Xa intengo yesitokisi ikhula, i-Delta iyilungisa utshintsho olulindelekileyo kwixabiso lokukhetha.

Xa intengo yesitokhwe iyancipha, i-Delta isaqhubeka nokulinganisa utshintsho olulindelekileyo kwixabiso lokukhetha.

Xa unayo inketho (oko kukuthi, xa isikhundla sakho sineGama elihle), uza kufumana uluhlu oluthile lwamanani xa olo Delta landa ngokukhawuleza njengoko ixabiso lesitoko lihamba phezulu. Le ngqungquthela ibhekiselwa kuyo ngokuthi "ukuqhuma i-delta" kwaye ivelise kwiingeniso ezinkulu. Olu hlobo luhlala luba malunga ne-25 ukuya kwi-40 delta.

Nangona kunjalo, kuwo wonke umthengi ongakhetha kukho, kukho umthengisi kunye nalabo bahlambalaza i-deltas yenye yezizathu zokuthengisa ngaphandle kwe-ecaleni (oko kukuthi, isikhundla esingenakho ukukhusela) sikhephe kakhulu.

Umzekelo: Okwesibili-I-Greek Order

Xa intengo yesitokisi ikhula, i-Gamma ilingisa utshintsho olulindelekileyo kwi-Delta. Ngamanye amagama, iGamma iyalinganisa uvelwano lweDalta kutshintsho kwixabiso lentengo.

Xa ixabiso lesitoko liyehla, iGamma iyalingisa utshintsho olulindelekileyo kwi-Delta.

Ngaphandle kweGamma, ezinye ii-Greeks zokulandelelana eziqhelekileyo zisoloko zingasetyenziselwa iindlela zokuthengisa abathengisi.

Ngaphantsi kweemeko ezahlukeneyo , sabona ukuba utshintsho lwexabiso lesitokhwe e-2 aluzange luchaphazele ukhetho lwefowuni njengoko kulindelwe. Oku kwenzeka ngenxa yokuba i-Delta ishintshile. Kwakuyi-51 kwixabiso lempahla yokuqala, kodwa emva kokuhamba, i-delta yayihlukile. Uqikelelo olungcono lwefuthe le-delta luvela ekusebenziseni i-delta ephakathi-iphakathi phakathi kokuqala (oko kukuthi, i-Delta kwixabiso lempahla yokuqala) kunye nokuphela kwe-delta (Delta kwixabiso lokugqibela lentengo).

I-Summa Summary

Zonke izinto ezikhethiweyo zinegama elihle.

Xa unayo inketho, yongeza i-Gamma yayo kwisikhundla sonke seGamma.

Xa uthengisa ukhetho, susa i-Gamma yayo kwindawo yeGamma.

I-Gamma inkulu xa ixabiso lentengiso lisondele kwintengo yesitoktho [oko kukuthi, ukhetho lukhoyo (okanye lusondele) kwi-Delta engu-50] kwaye luyancipha njengoko ukhetho luhamba ukusuka kwintengo yesiteyibhile kwaye luqhubeka ngakumbi kwimali (ITM) okanye ngaphezulu ngaphandle kwemali (OTM).

Ngokumisela umngcipheko wemeko, kunye nokunciphisa umngcipheko (xa kuyimfuneko), uqhuba ukulawulwa kweengozi.