The Strategy Analysis to Trade at a Deep-out-of-the-money Strike Price in terms of TAIEX Options

碩士 === 國立中正大學 === 財務金融所 === 98 === Abstract Of the products in Taiwan Futures Exchange, TAIEX Options has only traded for less than 8 years since launched in 2001, but its volume has ranked the top one since 2003. The result shows that trading TAIEX Options arouses the interest of the investors....

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Main Authors:	Jian-an Lin, 林建安
Other Authors:	Chia-Cheng Ho
Format:	Others
Language:	zh-TW
Published:	2009
Online Access:	http://ndltd.ncl.edu.tw/handle/23727086645138335938

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spelling	ndltd-TW-098CCU053040012015-10-13T18:25:30Z http://ndltd.ncl.edu.tw/handle/23727086645138335938 The Strategy Analysis to Trade at a Deep-out-of-the-money Strike Price in terms of TAIEX Options 採用臺指選擇權最價外履約價賣出策略之分析 Jian-an Lin 林建安碩士國立中正大學財務金融所 98 Abstract Of the products in Taiwan Futures Exchange, TAIEX Options has only traded for less than 8 years since launched in 2001, but its volume has ranked the top one since 2003. The result shows that trading TAIEX Options arouses the interest of the investors. The thesis studies the strategy to make a profit on TAIEX Options in terms of adopting the deep-out-of-the money options after researching a grand total of 40 months TAIEX Options from May 2006 to August 2009. The empirical result shows that traders should take into account the difference between the strike price of the month and the settlement price of the previous month. The sellers gain an advantage over the buyers as the difference is more than 500 index points. If the difference is less than 500 index points, the profit of TAIEX Options traders then goes to the buyers. Chia-Cheng Ho 何加政 2009 學位論文 ; thesis 56 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立中正大學 === 財務金融所 === 98 === Abstract Of the products in Taiwan Futures Exchange, TAIEX Options has only traded for less than 8 years since launched in 2001, but its volume has ranked the top one since 2003. The result shows that trading TAIEX Options arouses the interest of the investors. The thesis studies the strategy to make a profit on TAIEX Options in terms of adopting the deep-out-of-the money options after researching a grand total of 40 months TAIEX Options from May 2006 to August 2009. The empirical result shows that traders should take into account the difference between the strike price of the month and the settlement price of the previous month. The sellers gain an advantage over the buyers as the difference is more than 500 index points. If the difference is less than 500 index points, the profit of TAIEX Options traders then goes to the buyers.
author2	Chia-Cheng Ho
author_facet	Chia-Cheng Ho Jian-an Lin 林建安
author	Jian-an Lin 林建安
spellingShingle	Jian-an Lin 林建安 The Strategy Analysis to Trade at a Deep-out-of-the-money Strike Price in terms of TAIEX Options
author_sort	Jian-an Lin
title	The Strategy Analysis to Trade at a Deep-out-of-the-money Strike Price in terms of TAIEX Options
title_short	The Strategy Analysis to Trade at a Deep-out-of-the-money Strike Price in terms of TAIEX Options
title_full	The Strategy Analysis to Trade at a Deep-out-of-the-money Strike Price in terms of TAIEX Options
title_fullStr	The Strategy Analysis to Trade at a Deep-out-of-the-money Strike Price in terms of TAIEX Options
title_full_unstemmed	The Strategy Analysis to Trade at a Deep-out-of-the-money Strike Price in terms of TAIEX Options
title_sort	strategy analysis to trade at a deep-out-of-the-money strike price in terms of taiex options
publishDate	2009
url	http://ndltd.ncl.edu.tw/handle/23727086645138335938
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The Strategy Analysis to Trade at a Deep-out-of-the-money Strike Price in terms of TAIEX Options

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