引用:
原帖由 fatpat 於 2012-11-12 17:28 發表
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 ...
Strategy 6 Iron Condor
LP208 @104
SP210 @152
SC220 @90
SC222 @55
Loss 243.5, Delta 0.073, Gamma 0, Theta 2.641, Vega -4.416
BE ~ 20917, 22083
P.S. I just read a webinar on Iron Condor last night, if you are good at finding resistance & support,
with adjustment, it is indeed a very good income strategy.