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NOV 12 期指,期權

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早晨呀

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早晨呀!

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大家早晨!
最肥牛21100至21199相對期指張數1262.

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引用:
原帖由 sinding 於 2012-11-12 11:10 發表
大家早晨!
最肥牛21100至21199相對期指張數1262.
210-213有三千幾

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Good morning

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引用:
原帖由 fatpat 於 2012-11-12 11:21 發表
Good morning
fatpat 有無d組合介紹吓, 在 21000 同 22000 之間
壓力是從注碼來的,限制同分散注碼,都有減壓效果

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原帖由 ourstation 於 2012-11-12 15:08 發表


fatpat 有無d組合介紹吓, 在 21000 同 22000 之間
Yes, pls advise

THanks

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引用:
原帖由 ourstation 於 2012-11-12 15:08 發表


fatpat 有無d組合介紹吓, 在 21000 同 22000 之間
If you have margin and brave enough,

1) SC210 x 1 + SP210 x 1 + SC218 x 1 + SP218 x 1
    (usually aside $200K margin for a set)
    credit around 500pts+, so BE ~ 208 / 220
    P.S. IV is low, so not quite profitable

or

Ratio Spread

2) LP214 x 1 + SP210 x 2 (look down)
    and
    LC214 x 1 + SC218 x 2 (look up)
    (usually aside $100K margin for a set)
     BE ~ 209 / 221
     P.S. Can buy only one side to bet one side

or not much money to bet

Spread

3)  LP212 + SP210 (look down)
    (usually aside $5K margin for a set)
     or
     LC218 + SP220 (look up)   
    (usually aside $5K margin for a set)

[ 本帖最後由 fatpat 於 2012-11-12 17:15 編輯 ]

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If I have margin, usually I'll do the something a bit more complicate, e.g

LC216 x 1 + SC220 x 1 + SC222 x n (Think not over 222)
LP214 x 1 + SP210 x 1 + SP206 x n (Think not below 206)

n is depends on the premium and how much you want to RISK!
Usually asside $50K x n for margin

If the IV is higher, Iron Condor is also a good choice, as you know
the maximum risk (~$5K?) when you place the trade.
LC222 + SC220 + SP210 + LP208

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