OK~

引用:

原帖由 OK~ 於 2012-5-17 15:09 發表
大仙則出關, 留意CLM拗上配合持槍作即市反彈, 反彈過後或將再破低位  

大仙見DCC & 持槍配合作短線反彈, 或留意DCC行完再SOP

WALTERX

thanks OK ching

clpm988

OK ching   thanks

fatpat

引用:

原帖由 WALTERX 於 2012-5-17 15:32 發表
OK CHING, 現時(未有明顯反彈, 近月中後期, IV急升未回)如欲持淡倉, 何種較宜呢?

1. LONG PUT?
2. LONG PUT 扣?
3. SHORT CALL 扣?

I just did before closing BEAR PUT SPREAD

JUN L180P  @384
JUN S178P  @330
MAY S168P @33
Debit 21pts ~$1200.

Assume that May won't drop below 16800
(Drop 200pts (1%) per day, 9 days to closing => 19000 - 1800 = 17200,
anyway if it drop below 180 this month, the Jun spread wins 179pts already)

If I have more margin, then I will do May S168P x 2.

Now probably I will SP130 next month to get back my costs.

If May closed above 18000, then I have 5000pts buffer in Jun (18000 - 5000 = 13000),
you can close the set in the meantime.

This set fits the SWAN (Sleep Well At Night) very well.

Another set, target bigger drop thus bigger potential return,
and of course less likely to win the maximum.

JUN L170P  @195
JUN S160P  @111
MAY S168P @27
Debit 57pts ~$3000.

P.S. I will reserved $50K margin for each set (for 1 naked short)

ricksuen

今日IV先跌後升，單日轉向。

fatpat

引用:

原帖由 fatpat 於 2012-5-17 16:58 發表


I just did before closing BEAR PUT SPREAD

JUN L180P  @384
JUN S178P  @330
MAY S168P @33
Debit 21pts ~$1200.

Assume that May won't drop below 16800
(Drop 200pts (1%) per day, 9 days to closing => 1 ...

The first set has a high chance to win 200pts ($10K),
all we need is a 1100pts drop from today,
with the second set assume all expired to nothing.
So for $100K margin, it has a 10% return.

In case the market go against me, I will use the margin to do something else,
e.g. bull credit spread (no time today for it, LC200/SC204), SP more etc,
and use iron condor to fill the gap (180 - 200)

ricksuen

引用:

原帖由 samy 於 2012-5-17 13:24 發表


so, 明天是看升或看跌

估計明早要先下行走一回。

paaq

引用:

原帖由 OK~ 於 2012-5-17 15:20 發表


188-189的牛亦為數不少  

ADR 已跌多3百幾，呢d "A5和牛"恐怕一開即熟

WALTERX

thank you fatpat ching for such detailed sharing.

demo3461

MA順排向下而且壓力很大睇來會穿19000，小注博16000 LP 17pts