期权盈亏计算器
计算到期时看涨和看跌期权的盈亏。显示盈亏平衡点、最大盈利和最大亏损。
-$300.00
最大亏损
无限
最大盈利
108.00
盈亏平衡价
虚值期权
价值状态
| 股价 | 盈亏 |
|---|---|
| $70.00 | -$300.00 |
| $76.65 | -$300.00 |
| $83.30 | -$300.00 |
| $89.95 | -$300.00 |
| $96.60 | -$300.00 |
| $103.25 | -$300.00 |
| $109.90 | +$190.00 |
| $116.55 | +$855.00 |
| $123.20 | +$1,520.00 |
| $129.85 | +$2,185.00 |
| $136.50 | +$2,850.00 |
仅供教育目的。不构成财务建议。
关于此工具
期权利润计算器帮助交易者和投资者快速确定期权头寸在到期时的财务结果。无论是分析简单的看涨或看跌策略，还是评估更复杂的多腿头寸，该工具都能跨越标的资产价格的全部范围计算利润和损失，准确显示损益平衡点的位置以及最大收益或最大损失的金额。
使用计算器时，输入期权执行价、您支付或收取的权利金，以及到期时标的资产的当前价格。该工具立即显示该价格点处的利润或损失，以及损益平衡、最大利润（对于空头头寸）和最大损失（对于多头头寸）等关键阈值。这样可以轻松理解任何期权交易执行前后的风险收益特征。
常见问题
代码实现
from dataclasses import dataclass
@dataclass
class OptionResult:
breakeven: float
max_loss: float
max_profit: float | None # None = unlimited (call)
def call_option(stock_price, strike, premium, contracts=1):
total_cost = premium * contracts * 100
breakeven = strike + premium
return OptionResult(
breakeven=breakeven,
max_loss=-total_cost,
max_profit=None, # unlimited for calls
)
def put_option(stock_price, strike, premium, contracts=1):
total_cost = premium * contracts * 100
breakeven = strike - premium
max_profit = (strike - premium) * contracts * 100
return OptionResult(
breakeven=breakeven,
max_loss=-total_cost,
max_profit=max_profit,
)
def pnl_at_expiration(option_type, strike, premium, price_at_exp, contracts=1):
"""Calculate P&L if held to expiration."""
if option_type == "call":
intrinsic = max(0, price_at_exp - strike)
else:
intrinsic = max(0, strike - price_at_exp)
return (intrinsic - premium) * contracts * 100
# Example: Buy 1 call contract
result = call_option(100, 105, 3)
print(f"Breakeven: ${result.breakeven}") # $108.0
print(f"Max loss: ${result.max_loss}") # $-300
for price in [95, 100, 105, 108, 115, 120]:
pnl = pnl_at_expiration("call", 105, 3, price)
print(f" At ${price}: P&L = ${pnl:+.2f}")Comments & Feedback
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