Consider an option strategy relating to stock XYZ: Writing both the June $32 strike call option and the June $32 strike put option on XYZ. The maximum gain that could be earned when the stock price is:
您的回答C, 正确答案是: A
A At $32.
B Less than $32.
C More than $32.
老师好，麻烦帮忙看下我当时的思路哪里错了
如果价格大于32（比如40）），call option可以以32就买到了，赚到8
而且可以获得short option的期权费
这样不应该maximum gain吗，为什么是At $32.呢，谢谢老师
