[{"data":1,"prerenderedAt":74},["ShallowReactive",2],{"chapter-futures_prac-c5":3},{"examName":4,"chapter":5,"questions":10},"期貨商業務員資格測驗——期貨交易理論與實務",{"name":6,"sort":7,"count":8,"slug":9},"選擇權基本概念與交易策略",5,16,"c5",[11,16,20,23,27,31,35,39,43,47,51,54,58,62,66,70],{"id":12,"qno":13,"question":14,"session":15},"futures_prac-114-3-014",14,"多頭垂直價差策略適用於預期標的物：","114-3",{"id":17,"qno":18,"question":19,"session":15},"futures_prac-114-3-015",15,"買入 6 月份 S&P500 期貨 1,380 買權，賣出 9 月份 S&P500 期貨 1,390 買權，此為：",{"id":21,"qno":8,"question":22,"session":15},"futures_prac-114-3-016","期權委託，在下單時除須註明商品種類、月份、履約價格、買權或賣權外，下列何者說明是必要的？",{"id":24,"qno":25,"question":26,"session":15},"futures_prac-114-3-017",17,"若投資人預期美國聯邦準備理事會近期的未來，仍要引導市場利率上升，投資人想要執行投機性交易，投資人應進行以下何種策略最適合？",{"id":28,"qno":29,"question":30,"session":15},"futures_prac-114-3-018",18,"關於賣出買權(writing a call option)和買進賣權(buying a put option)的描述,下列哪項是正確的？",{"id":32,"qno":33,"question":34,"session":15},"futures_prac-114-3-037",37,"認為標的物之市價下跌機會較大，則應：",{"id":36,"qno":37,"question":38,"session":15},"futures_prac-114-3-039",39,"當賣出期貨賣權（Put）且被執行時，其結果如何？",{"id":40,"qno":41,"question":42,"session":15},"futures_prac-114-3-040",40,"買進股票後，又賣出以之為標的的買權：",{"id":44,"qno":45,"question":46,"session":15},"futures_prac-114-3-041",41,"交易人做價差交易，同時買一個履約價為$100 的期貨賣權，賣一個履約價為$140 的期貨賣權，若現在期貨價格為$130，在不考慮權利金下，交易人每單位之損益為何？",{"id":48,"qno":8,"question":49,"session":50},"futures_prac-115-1-016","下列何種情況，歐式買權和賣權的 Delta 敏感度最小：","115-1",{"id":52,"qno":29,"question":53,"session":50},"futures_prac-115-1-018","若交易人同時買一個履約價為 100 的期貨買權，賣一個履約價為 140 的期貨買權，則該交易人最大可能損失為：",{"id":55,"qno":56,"question":57,"session":50},"futures_prac-115-1-022",22,"假設投資人王先生於 12 月到期黃金期貨分別賣出履約價為 10,800、10,750 買權各一單位，同時買入履約價為 10,775 買權二單位，則王先生此項交易策略為何？",{"id":59,"qno":60,"question":61,"session":50},"futures_prac-115-1-027",27,"吳先生買一個履約價為 15000 的臺指買權、權利金為 230，同時賣一個履約價 15500 的臺指買權、權利金為 180，在臺股指數為多少時，吳先生可以達到損益兩平（不考慮交易手續費及稅）？",{"id":63,"qno":64,"question":65,"session":50},"futures_prac-115-1-029",29,"黃金期貨價格大幅下滑，下列何部位產生之利潤最大？",{"id":67,"qno":68,"question":69,"session":50},"futures_prac-115-1-031",31,"小明看好未來 1 個月長期公債期貨價格的走勢，決定買進履約價格為 87 並賣出履約價格為 93 之利率期貨買權，權利金分別是 C1 與 C2，請問其最大可能執行獲利為：",{"id":71,"qno":72,"question":73,"session":50},"futures_prac-115-1-033",33,"下列何者屬掩護性買權策略（Covered Call）？",1783661235488]