V2EX moneyness

Moneyness

定义 Definition

moneyness(钱内程度/价内外程度):金融衍生品(尤其是期权)中,用来描述标的资产当前价格相对于期权行权价的关系,从而判断期权处于价内(in the money)平价(at the money)还是价外(out of the money)的程度。

发音 Pronunciation (IPA)

/mni.ns/

例句 Examples

The option’s moneyness changes as the stock price moves.
随着股价波动,期权的价内外程度也会变化。

Traders often adjust hedges based on moneyness and time to expiration to manage risk more precisely.
交易者常根据价内外程度与到期时间调整对冲,从而更精细地管理风险。

词源 Etymology

moneyness 来自 money(金钱) 加名词后缀 -ness(……的性质/状态)。在期权语境里,“money”并非泛指财富,而是延伸出“是否具备立即行权即可带来收益的状态”,因此用 moneyness 来概括“离‘能赚钱’有多近/处于价内外的程度”。

相关词 Related Words

文学与著作中的用例 Literary Works

  • John C. Hull, Options, Futures, and Other Derivatives(期权与期货经典教材中讨论价内/价外、平价与定价关系时常出现相关术语与表述)
  • Sheldon Natenberg, Option Volatility & Pricing(在波动率、希腊字母与交易策略章节中常用“moneyness/价内外程度”来组织策略逻辑)
  • Dan Passarelli, Trading Options Greeks(围绕 Delta、Gamma 等与 moneyness 的关系展开讲解)
About     Help     Advertise     Blog     API     FAQ     Solana     3406 Online   Highest 6679       Select Language
创意工作者们的社区
World is powered by solitude
VERSION: 3.9.8.5 45ms UTC 12:36 PVG 20:36 LAX 05:36 JFK 08:36
Do have faith in what you're doing.
ubao msn snddm index pchome yahoo rakuten mypaper meadowduck bidyahoo youbao zxmzxm asda bnvcg cvbfg dfscv mmhjk xxddc yybgb zznbn ccubao uaitu acv GXCV ET GDG YH FG BCVB FJFH CBRE CBC GDG ET54 WRWR RWER WREW WRWER RWER SDG EW SF DSFSF fbbs ubao fhd dfg ewr dg df ewwr ewwr et ruyut utut dfg fgd gdfgt etg dfgt dfgd ert4 gd fgg wr 235 wer3 we vsdf sdf gdf ert xcv sdf rwer hfd dfg cvb rwf afb dfh jgh bmn lgh rty gfds cxv xcv xcs vdas fdf fgd cv sdf tert sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf sdf shasha9178 shasha9178 shasha9178 shasha9178 shasha9178 liflif2 liflif2 liflif2 liflif2 liflif2 liblib3 liblib3 liblib3 liblib3 liblib3 zhazha444 zhazha444 zhazha444 zhazha444 zhazha444 dende5 dende denden denden2 denden21 fenfen9 fenf619 fen619 fenfe9 fe619 sdf sdf sdf sdf sdf zhazh90 zhazh0 zhaa50 zha90 zh590 zho zhoz zhozh zhozho zhozho2 lislis lls95 lili95 lils5 liss9 sdf0ty987 sdft876 sdft9876 sdf09876 sd0t9876 sdf0ty98 sdf0976 sdf0ty986 sdf0ty96 sdf0t76 sdf0876 df0ty98 sf0t876 sd0ty76 sdy76 sdf76 sdf0t76 sdf0ty9 sdf0ty98 sdf0ty987 sdf0ty98 sdf6676 sdf876 sd876 sd876 sdf6 sdf6 sdf9876 sdf0t sdf06 sdf0ty9776 sdf0ty9776 sdf0ty76 sdf8876 sdf0t sd6 sdf06 s688876 sd688 sdf86