fatpat

Delta very close to zero, so unless big gap on Monday morning, won't lose much.

Assume open 23100, IV 14.8,

22880 - 23100 = -220
(270 - 158) x 2 =   224

Assume open 22600, IV 15.2,

22880 - 22600 =  280
(270 - 398) x 2 =  -256

So safe if Monday open within 226 - 231.

A pretty good bet if target no news during the weekend.

P.S. Current IV 14.66

fatpat

My view is "no news" and my assumption is open within 100pts on Monday.

Thanks uuyyuu C- Hing to point out the risk of the strategy for others.

fatpat

Oh BTW, we have mini-future now in night market,
so we can hedge during night time if US has a sudden move tonight open hour

fatpat

How about set to delta netural hedge

Short 1 MHI if down break 22593
Short 1 MHI if down break 22389
Long 1 MHI if up break       22979
Long 1 MHI if up break       23188

cowbearcar

其實唔係好明白 今日升乜？！
阿爺插到唔係山腳都山腰
壓力線己下移至23025，
兩日都係假穿回頭
雖然支持線也推高
一有方向爆邊唔係講玩！

fatpat

引用:

原帖由 cowbearcar 於 2014-1-10 18:03 發表
其實唔係好明白 今日升乜？！
阿爺插到唔係山腳都山腰
壓力線己下移至23025，
兩日都係假穿回頭
雖然支持線也推高
一有方向爆邊唔係講玩！
...

US market top but still climbing up.

Wait for retailer to buy more bull.

After next week, US start fall then

Is it what you want?

P.S. I'm bullish :-)

sinding

後抽點睇？上次23512做果過後抽做得好应啊！

mon219

今晚炒非農數據

cowbearcar

引用:

原帖由 fatpat 於 2014-1-10 18:26 發表


US market top but still climbing up.

Wait for retailer to buy more bull.

After next week, US start fall then

Is it what you want?

P.S. I'm bullish :-)

道指就仲衰
裂口高開即高台插水，
最後雖然返上水面又沉過
陰陽蠋屬 烏震蓋頂
點都係後市看淡

早幾日仲諗住買少少熊擺到尾，
競價時段插完，開市即升
被人問會上235都唔理，
開市回升焗食佐先
結果穿埋入位，但無追多次
否則食多30格
負溢價熊抗牛皮，有時都算唔錯選擇
唔易打靶就得了！

暫時吉倉，祝你買升過周末能贏

uuyyuu

引用:

原帖由 mon219 於 2014-1-10 19:21 發表
今晚炒非農數據

未能衆望所歸,对冲先為上計!