fung2628

thank you c-hing!

kwong1980

good morning

OK~

引用:

原帖由 波佬 於 2011-2-1 10:03 發表
睇返成交, 尋日下月226p 大戶成左3500張@382點, 218 p 成左7000張@大約18x點..
加上大戶又平左即月220p及210p, 會唔會大戶long 下月226p, short 下月218p 收返226 的期權金?

引用:

原帖由 takk 於 2011-1-31 11:38 發表

To OK c-hing & all, I try to guess what the big trader doing following :


for Feb : SP220 / LP210 spread
possible profit about : <39pts ( currently 55pts - 16pts ) per set ( since SP220 vol about 5xxx while LP210 vol about 7xxxx) ratio about 1 : 1.4
possible win : < 39pts per set
possible lose : 1000 - 39 per set = 961 pts /set

in case the HSF drop below 22000, above spread protected by below spread :

for Mar : LP226 / SP 2x218 per set  ( Long / short ratio : 1:2)
profit about : 12 pts per set  (currrently 356 - 2x172 )
( LP226,delta 0.32, gamma 0.0002,  while SP218, delta 0.18, gamma 0.0001 ) -> want to make delta `0'

However, I cannot figure out their speculation since the factor : `TIME' is also critical when calculate the profit/loss of above action.

If drop slowly to or above 22000 before end of Feb ( or @結算), above action have more profit.
But in case drop quickly to below 22000, then it would be dangerous to above set. then `saving action' may need to be done.

以上乃小弟愚見, 請多多指正!

昨日Takk兄已作出推測, 小弟認為這可能性頗大..

ng117

各位早晨...

ninefingerhk

OK~

引用:

原帖由 OK~ 於 2011-2-1 09:52 發表
MOC雖見MPC, 但似乎有機會見罩, 而且已行紙五, 留意#1 CLM拗落配合三相同步向下..

罩已然破壞, MOC見TST東訊號, 留意紙五出現..

KM88

10 MA = 23796
下跌烈口未補 = 23555-23539
last day high =23539

50 MA = 23390
保力加通道底 = 23307
last day low = 23257
高位下跌 0.618 = 23132

OK~

昨日210P有4xxx張平倉, 而220P亦有1xxx張..
而3月的218P & 226P, 今日218P的OI升至87xx張 & 226P的升至69xx張..

對於以上的搬倉策略, 小弟看是頗為安全的, 只要指數於3月結算能守在21200水平, 相信是穩賺..

kk25888

good morning

OK~

引用:

原帖由 OK~ 於 2011-2-1 10:12 發表
罩已然破壞, MOC見TST東訊號, 留意紙五出現..

MOC見TST東訊號 & 紙五出現, 已接近上行首目標23550水平..
從大仙 & 大大仙看, 現水平為Mr. Gann主要阻力..