fatpat

Good morning

fatpat

If IV low, how about calender

LP SEP + SP AUG

or

LC SEP + SC SEP

takk

引用:

原帖由 fatpat 於 2012-8-17 09:44 發表
If IV low, how about calender

LP SEP + SP AUG

or

LC SEP + SC SEP

workable but direction is important. Any idea for the Sep trend ? It would be volatile in Sep since German will judge on whether the ESM is legal or not on 13/9.  So `explosion' for up/down is possible.

[ 本帖最後由 takk 於 2012-8-17 09:53 編輯 ]

rickso

引用:

原帖由 h0694150 於 2012-8-2 15:53 發表
You are really deserved to be respected in your open helpful attitude! Deeply thanks for your advice! What I mean in put position is, just short the stock or commonly said in chineses 沽空 股票

HI! ching,

小弟讀完MT Sir 的課程後，做股票期權比較中意做LONG CALL / LONG PUT。有時都做吓SHORT，不過利閏冇咁吸引。

ricksuen

引用:

原帖由 fatpat 於 2012-8-17 09:44 發表
If IV low, how about calender

LP SEP + SP AUG

or

LC SEP + SC SEP

LC SEP遠價 + SP SEP超遠價 + LP SEP遠價 啱用嗎?

takk

have any c-hing trade VHSI before ?  有無發現越近月尾, 個價越縮 ? ( 雖然未如時間值同樣速度縮， 但總覺得月頭買是有付出溢價的) ，有無同感 ?

takk

引用:

原帖由 ricksuen 於 2012-8-17 10:01 發表

LC SEP遠價 + SP SEP超遠價 + LP SEP遠價 啱用嗎?

It is debit spread looking upward ? or you would like to use ratio spread ?

takk

morning market seems to be 靜中偏好

CB900

動物養肥了206-194，一上一落攪掂晒

fatpat

引用:

原帖由 ricksuen 於 2012-8-17 10:01 發表

LC SEP遠價 + SP SEP超遠價 + LP SEP遠價 啱用嗎?

No good.  Need the Aug one to gain "TIME Premium".

At most SEP Bear Put Spread + AUG Naked Put