[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-futures_prac-115-1-016":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":22},"futures_prac","期貨商業務員資格測驗——期貨交易理論與實務","c5",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"futures_prac-115-1-016","115-2",50,"下列何種情況，歐式買權和賣權的 Delta 敏感度最小？",[13,14,15,16],"買權深價外，賣權深價外","買權價平，賣權價平","買權深價內，賣權深價外","買權深價外，賣權深價內",0,"選擇權基本概念與交易策略",2,"Delta衡量選擇權價格對標的價格變動的敏感度。當買權與賣權同時處於深度價外時，履約的機率極低，選擇權價值幾乎不隨標的小幅變動而改變，Delta趨近於0，敏感度最小，故選(A)。相對地，(B)價平時Delta約為±0.5處於中間；(C)、(D)包含深度價內的部位，因幾乎確定履約，Delta趨近±1，此時價格幾乎與標的一比一連動，敏感度最大。掌握「深價外Delta近0、深價內Delta近±1」的規律即可。","medium",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"futures_prac-114-3-014","多頭垂直價差策略適用於預期標的物：",14,{"id":28,"question":29,"qno":30},"futures_prac-114-3-015","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：",15,{"id":32,"question":33,"qno":34},"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？",16,{"id":36,"question":37,"qno":38},"futures_prac-114-3-017","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？",17,{"id":40,"question":41,"qno":42},"futures_prac-114-3-018","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？",18,{"id":44,"question":45,"qno":46},"futures_prac-114-3-037","認為標的物之市價下跌機會較大，則應：",37,1787293966221]