goldwater

#412又創歷史新低，重覆5合1，又重覆供股，再重覆新低再新低

佩服

uuyyuu

引用:

原帖由 uuyyuu 於 2013-4-15 13:31 發表
馬后炮,還會大揷!

20700鬼都無咁靈!

sinding

Good morning all!

韩国宣布172亿美元财政刺激方案 以提振经济
http://finance.sina.com.cn/world/20130416/103915163142.shtml

fatpat

Good morning

fatpat

引用:

原帖由 fatpat 於 2013-4-12 09:44 發表

Just a paper trade record here

Apr LP218 @150 (IV15, delta -0.3)
Jun SP208 @310 (IV17, delta -0.28)

About 30pts profit for the Calendar Spread for the weekend.

Drop another day, about 65pts profit now.

garrick

THANK FOR SHARING

sinding

Thank you fatpat Hing!

fatpat

引用:

原帖由 fatpat 於 2013-4-12 10:33 發表

If drops 600pts and IV rises 1pts on next Friday
Apr LP218 @342  (HSF @21600, IV 16)
Jun SP208 @470 (HSF @21200, IV 18)
Basically even.

More like this but earlier (Tue instead of Fri)

Apr 218P @408 (HSF21546, IV18, Delta ~-0.6)
Jun 208P @496 (HSF21148, IV19, Delta ~-0.4)

Current month time premium drop much faster than Jun,
so if not target more big drop the coming few days,
good time to settle the position now.

WIN more than expect probably
1) Apr IV rises more than Jun IV (win more IV)
2) Only 4 days instead of 7 days (loss less time premium)
3) Current month delta is much more sensitive than Jun for the big move.

Have fun

P.S.  Too bad every time the winning strategy is used in the paper trade.

[ 本帖最後由 fatpat 於 2013-4-16 11:37 編輯 ]

fatpat

BTW any C Hing here has an account in 'P" securities that can estimate the margin for
this Calendar Spread

I assume very little, but really want to have a better understanding

fatpat

I have problem in downloading yesterday Option data from HKEX, the date is "Fri 14 December 2012"

Any C Hing have the file

Refresh the page solve the problem.

[ 本帖最後由 fatpat 於 2013-4-16 12:12 編輯 ]