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DEC 12 期指,期權

Good morning

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引用:
原帖由 goldwater 於 2012-12-24 12:02 發表
就如226C,期指升88點,買中今日升都要蝕,買跌224p仲慘,睇錯方向蝕足50%,調反轉造S 兩邊就和味了!
Yes, month end + 2 weekend, and now 2 days holiday (25/26).
Time value shrink a lot.

However, still risky for gap up for the last 2 days (27/28), due to the Fiscal Cliff.

So just a rerminder for possible strategy the coming years,
short before the weekend then use the proceed to long.
(or just short if no foreseable trouble ahead).

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引用:
原帖由 fatpat 於 2012-12-17 23:11 發表
Just been to the BB class.

C Tze asked what strategies to do for x'mas.  

I was told that traditionally Dec trade in a small range rather than a board range,
so assume trade within range 220 - 230

...
As expected, very calm within 220 - 230 (~22550).

Will try to play the end game for this 2 strategies tomorrow
to see whether they can make some money

Basic month end assumption -
within 600pts for the second last 2 days / 250pts for the final day.

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Good morning

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Grandpa up this morning and then dropped suddenly, amking a n.

Any ideas what happen

Cap HK @228 before closing

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引用:
原帖由 fatpat 於 2012-12-17 23:11 發表
1st - low risk, butterflies

L228C x1 / S230C x 2 / L232C x 1
L222P x1 / S220P x 2 / L128P x 1


...
Move the downside up

L226P x 1 + S224P x 2

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引用:
原帖由 fatpat 於 2012-12-17 23:11 發表
2nd - medium risk, high margin ratio spread

L228C x 2 / S232C x 5
L222P x 2 / S218P x 5


...
Higher risk try

S226C x 2 (~150) + Long Future (~22700)

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引用:
原帖由 rickso 於 2012-12-27 14:25 發表
好似見唔到有以小搏大 喎!

各位ching / ctse 點睇 Lei ?
引用:
原帖由 fatpat 2012-12-27 09:56 發表
Move the downside up
L226P x 1 + S224P x 2
引用:
原帖由 fatpat 2012-12-27 10:00 發表

Higher risk try

S226C x 2 (~150) + Long Future (~22700)


Both make money @22570

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Good morning

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引用:
原帖由 Jinpa 於 2012-12-28 09:13 發表
早晨!

如期指今早開於22700位置,則可同時long 226p和228c了。
L226P @8

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