naked option [推广有奖]

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发表于 2013-4-19 16:22:55 |AI写论文

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关键词：Option Naked nake OPT TIO naked option

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Chemist_MZ 发表于2楼查看完整内容

Naked option means the short party do not own any asset when he writes an option. Say you write a call, when you write a call option, you have the risk exposure that the option will be in the money at maturity so that you have to deliver a stock when your counter-party come to exercise. If you have a stock in hand, you position is fully covered, on the contrary, if you do not have any stock ...

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Chemist_MZ

发表于 2013-4-19 22:33:56

Naked option means the short party do not own any asset when he writes an option.

Say you write a call, when you write a call option, you have the risk exposure that the option will be in the money at maturity so that you have to deliver a stock when your counter-party come to exercise.

If you have a stock in hand, you position is fully covered, on the contrary, if you do not have any stock on hand, which means your fully exposed to the risk, in this case you are "naked" to risk. This is what naked option means.

best,