The biggest difference between options and futures lies in their different trading targets. The subject matter of the option can be 300etf or 50etf, and the subject matter of the 50ETF option is the contract sale with 50ETF (code 5 10050) as the subject matter. Futures are standardized tradable contracts for some popular products (cotton, soybeans, oil, etc.). ) and financial assets (stocks, bonds, etc. ) as the goal.

The difference between two kinds of transactions: buyer and seller

50ETF option is a one-way contract. As a buyer, the biggest risk is royalties, unlimited income and no need to pay a deposit. As a seller, the risk is unlimited, you need to pay a deposit, and the income is fixed.

Futures is a two-way contract, both buyers and sellers need to pay margin, and the risks of both sides are equal.

Differences between two kinds of investment costs:

As for the price comparison between the two, although the option contract is a little more flexible than the futures contract to a certain extent, due to the characteristics of the investment product itself, although the option looks more valuable than the futures contract, the transaction price of the contract, that is, the investment cost of the option, is lower to some extent, because the futures contract is more like a deposit contract, and both of them must be traded in the future, that is, the futures contract with very low price usually costs thousands of dollars. The characteristic of option is that it has a virtual option, and its transaction price is very low, and it can be purchased only for tens of dollars.

The difference between two risk situations:

For option traders, both buyers and sellers are faced with the risk of adverse changes in royalties.

This is the same as futures, that is, within the scope of commission, buy low and sell high, and you can make a profit by closing your position. On the other hand, it is a loss.

Different from futures, the risk bottom line of option bulls has been determined and paid, and its risk is controlled within the premium range. The risk of option short position is the same as that of future positions.

Because the premium received by the option seller can provide corresponding guarantee, it can offset some losses of the option seller when the price changes adversely.

Although the risk of the option buyer is limited, its loss ratio may be 100%, and the limited losses add up to greater losses.

Option sellers can get royalties. Once the price changes adversely or the volatility rises sharply, although the futures price cannot fall to zero or rise indefinitely, from the perspective of fund management, the loss at this time is equivalent to "infinity" for many traders.