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 ...
Even better this morning,
This set costs 0 pts (523 - 470 + 53),
MAY SP168 X 1 @53
JUN LP180 X 1 @523
JUN SP178 X 1 @470
Thanks for the "high IV" and "mid month", a very good combination for this setup.
SP168 have a high premium (53pts), and it is only "Time Premium",
and after "mid month", time premium start decay very fast.
Therefore a very very good chance the SP168 will expire wothless.
If market turns around to go up next Monday, at least I won't loss anything.
P.S. Most fat bull being killed this morning.
P.P.S US & China May option/future will expire tonight.
A very good timing to rebound.
P.P.S From option distribution, 170P has 1.189K OI now
8 more days to go