fatpat

A high risk strategy (target market down)

Sell HSIZ2            @21270 (DEC)
SP  HSI21600W2 @460     (NOV SP216)

If goes down, win 130pts, and potential more next month.

If wants protection on upside (upto ~22000),
LC HSI21600K2 x 1 @128  (NOV LC216)
SC HSI22000K2 x 3 @46    (NOV SC220)

[ 本帖最後由 fatpat 於 2012-11-15 10:26 編輯 ]

fatpat

Another one for limited risk (Back Ration Spread)

DEC

SP214 x 2 @522
LP210 x 3 @347

Max risk 800pts if the market flat and no adjustment make until expiration.

fatpat

引用:

原帖由 fatpat 於 2012-11-15 10:36 發表
Another one for limited risk (Back Ration Spread)

DEC

SP214 x 2 @522
LP210 x 3 @347

Max risk 800pts if the market flat and no adjustment make until expiration.

This one is safe as if market goes way up (> 214), you loss nothing.

Loss if market stay flat, said within 210 - 214, but then the loss of time premium on
both strike price won't be very large.

So you can exit the position with only a little loss (probably ~20-30pts in the next 10 days)

If market gap down suddenly, or market goes way down, essentially you are selling a future,
so the floor is the limit (wins 1000pts if market drop to 20000 next month).

fatpat

引用:

原帖由 fatpat 於 2012-11-15 10:45 發表


This one is safe as if market goes way up (> 214), you loss nothing.

Loss if market stay flat, said within 210 - 214, but then the loss of time premium on
both strike price won't be very large.

So ...

Correction:

(Win) After you adjust your positions when the market drops.

This strategy is targeting big drop with increasing IV.

[ 本帖最後由 fatpat 於 2012-11-15 10:59 編輯 ]

fatpat

So if c hing target the market will drop further, especially with some BOMBs in Middle East,
then

fatpat

引用:

原帖由 lyt 於 2012-11-15 11:23 發表
according MT sir 1st target is 209xx but till now not see yet !
by the way the 2nd time to touch 211xx if it happed again will be drop more !

Does he said today

10 more trading days to go, hope not seeing 20900 until the last week

fatpat

It would be glad if the market goes flat for the coming 2 weeks,
up 200pts then down 200pts, day by day.

The Double Straddle would benefit most, so does MT Sir's double butterflies

fatpat

Are BB try to kill 211 bull today before rebound

fatpat

引用:

原帖由 fatpat 於 2012-11-15 15:49 發表
Are BB try to kill 211 bull today before rebound

Done 211 bull

Will it rebound or go further to 209

Any c hing any views

fatpat

So hurry to kill the 211 bull before closing, does it means BB not sure whether tomorrow go up or down

Is it "回馬槍" and go back to test 21500 next Monday