option strike price

基本解釋

It refers that the holder buy or sell one option at strike price on a set date.
即持有者在某一約定日期按協(xié)定價(jià)格買(mǎi)入或賣(mài)出一份期權(quán)。
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An option on which the strike price can be moved to a more favorable level when the current price reaches or over the original strike price.
指儅即期價(jià)格等於或超過(guò)原定的執(zhí)行價(jià)格時(shí)，該執(zhí)行價(jià)即可移至一個(gè)更有利價(jià)格的期權(quán)。
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In the money: The state of an option when the price of the underlying asset is higher (in the case of a call option) or lower (in the case of a put option) than the option's strike price.
（期權(quán)）到價(jià)：指期權(quán)基礎(chǔ)資産的價(jià)格高於（指看漲期權(quán)）或低於（指看跌期權(quán)）執(zhí)行價(jià)的情況。

The more volatile the share, the higher this premium—since the share is more likely to rise above the option's strike price.
ECONOMIST: Corporate finance
In option trading, the strike price and liquidity are key considerations.
FORBES: Using Options to Trade Double Tops
Buy a put option with a strike above the current price of the index and write a simultaneous put option that has the same expiration month although with a lower strike.
FORBES: Optional Opportunity