Jinpa

引用:

原帖由 Jinpa 於 2011-5-26 15:03 發表

I wish you luck, then.

Good news is: I have seen a fish belly on Tai Tai Sin, even though nothing exciting on 232Call chart.

Theta for 232call = 10-11, IV low extreme zone 12%, by holding overnight ...

Sorry for the typo: should be fish belly on Tai Sin instead of Tai Tai Sin, better still in fact.

[ 本帖最後由 Jinpa 於 2011-5-26 15:12 編輯 ]

Jinpa

營業日 Business Day

2011年5月26日 星期四

T3轉倉高峰期主要未平倉合約增幅榜 Major OI Increases in T3
合約 Contract	正式收市價	正式收市價變動	引申波幅%	成交量	未平倉合約	未平倉合約變動
	O.Q.P. Close	O.Q.P. Change	IV%	Volume	Open Interest	Change in OI
九月25000認購期權	185	2	16	1,430	3,355	1,026
九月23000認購期權	760	43	17	1,034	1,590	576
下月21400認沽期權	122	-22	20	915	2,823	686
下月23600認購期權	137	5	15	1,167	2,581	810
下月24000認購期權	67	-6	15	1,942	7,335	527
下月23800認沽期權	97	0	15	876	1,762	465
即月22800認沽期權	90	-102	12	2,113	3,684	489
即月23200認購期權	21	-9	12	2,681	3,280	502

T3轉倉高峰期主要未平倉合約減幅榜 Major OI Decreases in T3
合約 Contract	正式收市價	正式收市價變動	引申波幅%	成交量	未平倉合約	未平倉合約變動
	O.Q.P. Close	O.Q.P. Change	IV%	Volume	Open Interest	Change in OI
即月22400認購期權	498	93	18	482	369	-262
即月20800認沽期權	5	4	41	435	1,514	-243
即月21000認沽期權	6	4	38	390	2,231	-207
即月22400認沽期權	31	-34	18	1,726	3,875	-194
即月24400認購期權	1	0	24	195	2,089	-178
即月21600認沽期權	10	2	30	487	3,557	-174
即月21400認沽期權	9	4	33	485	2,347	-167
以上減持以獲利盤解釋最合理，減持後釋放出之按金可作新一期建倉之用

Jinpa

十大未平倉合約榜
合約 Contract	正式收市價	正式收市價變動	引申波幅%	成交量	未平倉合約	未平倉合約變動
	O.Q.P. Close	O.Q.P. Change	IV%	Volume	Open Interest	Change in OI
即月22000認沽	16	-5	24	1,295	5,250	159
即月24000認購	1	0	18	113	5,211	-23
即月23000認購	63	-4	12	4,259	4,417	342
下月22000認沽	223	-49	18	790	8,226	332
下月21000認沽	81	-15	21	743	5,959	-72
下月18400認沽	7	3	30	11	5,020	5
下月20600認沽	54	-6	22	308	4,178	40
下月23000認沽	593	-121	15	52	3,994	-9
下月24000認購	67	-6	15	1,942	7,335	527
下月23000認購	327	23	16	533	4,362	239

You may click here to download the raw csv file of this business day's Daily Market Report as provided on the Hong Kong Exchange website.
Click here to download the expanded (monthly)adjusted (truncated) version. April Archive. March Archive. February Archive. January Archive.

Note that the edited version is in Open Office spreadsheet format.  To learn more about the Open Office, visit the corresponding Wikipedia page.  To install, click here.
All the above hyperlinks have been carefully checked and should find no intrusive ads. Feel free to PM me if you meet any problem or have any suggestions.

Jinpa

從港交所下載以上工作日交收後之CVS擋案可見:

合約月份	行使價	認購/認沽	開市	全日最高	全日最低	正式收市價	正式收市價變動	引申波幅%	成交量	未平倉合約	未平倉合約變動
CONTRACT MONTH	STRIKE PRICE	C/P	OPENING PRICE	DAILY HIGH	DAILY LOW	O.Q.P. CLOSE	O.Q.P. CHANGE	IV%	VOLUME	OPEN INTEREST	CHANGE IN OI
7	16000	認沽P	17	17	17	2	-	29	50	50	-
7	18800	認沽P	55	60	55	36	-	25	14	14	-
7	16400	認沽P	15	15	15	4	-	29	11	10	-
7	18000	認沽P	36	36	36	18	-	26	10	10	-
7	17000	認沽P	17	17	17	7	-	28	1	1	-

超價外，隱健派之選?

不知有沒有版友同學有與興趣計算一下以上策略之資本回報率(CCR=Cash on Cash Return)?

廿幾個IV才得十幾點，至多得六十點，short得過嗎？

Jinpa

早晨!

今早甚麼波浪也未望清前:

09:51 lp224@6x1
10:00 lc234@6x1

成了一套《左右逢源》

理由： 一小時兩小時圖共四組慢步隨機指數均處高位，加上IV跌至12%，平到要執笠咁。

賭甚麼？: 賭佢週末甚麼也可以發生。

風險回報： 贏左得餐笑，輸光唔洗慶。

要開工找些搵食trades了。

Jinpa

In view of Tai Sin AMA, the two up-ph are rather weak.

Beware, technicals of Tai Tai Sin, Big Timer and double Big Timer are approaching peaks.

Conclusion: a big wave down is being developed.

Lunch first. Meet again in pm.

ps. Wai-wai,

Jinpa

Dear Chance88,

Thanks for your questions!

These positions are not to be closed until next Monday. Any book profit less than 200% is not a motive to change this discipline.

The idea is to speculate on a significant to dramatic increase in volatility caused by whatever event from Friday's Europe and US market plus Sat and Sun. Plus, I have taken into consideration the STC's on both hourly and two-hourly charts indicating an over buy status in terms of inter-day basis. In fact 15-minutes chart has followed suit later in the afternoon today.

LP224 bid/ask = 7/8 as of 14:42 even underlying is higher than earlier today during position entry because the IV this morning has been exceptionally low @ about 14% vs 19-20% now.

[ 本帖最後由 Jinpa 於 2011-5-27 14:52 編輯 ]

Jinpa

引用:

原帖由 divinator 於 2011-5-26 14:44 發表
.....just think MOC is have #2D3 and enter 23200LC again @ 19

Hi Divinator!
how's your 232LC position? Good profit?

Jinpa

I also find the skills in profit taking a bigger challenge than deciding on the entry points and hedging or even loss cutting exits.

I hope all of us could perfect the skills in such a way that taking 80% profit of every significant up or down movement becomes as natural as breathing in and out. It takes a lot of work, definitely, but absolutely worth a while.

Anyway, congratulations for a winning trade! Winning experiences are the most important.

Jinpa

營業日 Business Day

2011年5月27日 星期五

T3轉倉高峰期主要未平倉合約增幅榜 Major OI Increases in T3
合約 Contract	正式收市價	正式收市價變動	引申波幅%	成交量	未平倉合約	未平倉合約變動
	O.Q.P. Close	O.Q.P. Change	IV%	Volume	Open Interest	Change in OI
下月21000認沽期權	49	-32	21	2,206	7,498	1,539
下月22600認沽期權	285	-115	16	1,443	2,590	832
下月21400認沽期權	77	-45	20	1,819	3,523	700
下月22400認沽期權	231	-99	17	1,562	3,493	648
下月20600認沽期權	33	-21	22	1,468	4,808	630
下月23200認購期權	357	107	16	1,027	3,454	708
下月24000認購期權	108	41	15	1,797	8,018	683
即月23000認沽期權	65	-130	14	3,780	3,550	512
即月23200認沽期權	134	-211	12	1,076	2,638	459
即月23400認購期權	19	13	11	4,494	3,832	604

T3轉倉高峰期主要未平倉合約減幅榜 Major OI Decreases in T3
合約 Contract	正式收市價	正式收市價變動	引申波幅%	成交量	未平倉合約	未平倉合約變動
	O.Q.P. Close	O.Q.P. Change	IV%	Volume	Open Interest	Change in OI
即月23000認購期權	200	137	14	2,864	3,256	-1,161
即月22200認沽期權	11	-11	27	527	2,350	-406
即月22000認沽期權	8	-8	30	259	5,033	-217