fatpat

Good evening

fatpat

引用:

原帖由 silver 於 2013-5-21 22:56 發表
Thank you vey much for your very detailed reply. I just back home not have time to digest your valuable strategy. Anyway you are the one (after my long time observe of this forum) I admire for you alw ...

Thanks.  Hope that all people here can learn from each other and advance to a higher level.

I think most C Hings give no nonsense strategy here.

Anyway, small gain today, about 4-5 points as expected.

P.S. Margin requirement is around $35K, a little bit more than max loss if market
        shoot up 2000pts+ next week.

sinding

引用:

原帖由 rickso 於 2013-5-22 15:13 發表


咁即系咩嘢 lei ?

同結算有矛關 lei?

期指低水情况由~120收窄至~70點， 沽压减輕。

fatpat

引用:

原帖由 sinding 於 2013-5-22 20:39 發表

期指低水情况由~120收窄至~70點， 沽压减輕。

現貨 - 恒生指數
23,261.08
-105.29 (-0.45%)

開市價	23,341.06
成交	194.271億

最高價	23,423.51
最低價	23,179.46

五月
23,227
-62 (-0.27%)
低水
34

開市價	23,368
成交	42,209
交易宗數	22,949
每宗成交	1.839

最高價	23,373
最低價	23,108
未平倉總數	117,803
未平倉淨數	27,216

五月(夜市)
23,240
+13 (+0.06%)
低水
21

fatpat

引用:

原帖由 fatpat 於 2013-5-21 17:34 發表


If you think May won't settle higher than 238 and Jun will up then do a Calendar Spread

Jun LC242   @100 Delta 0.17 Theta -4      IV16
May SC238  @50   Delta 0.18 Theta -7.75 IV14.8

You lose if bi ...

If you still think market will go up to 238 and being aggressive,
adjust the position by

Jun SC244 @64
May LC236 @61

Margin level should drop to around $3K, and now max loss ~50pts,
max win would be 150pts this month (May settle above 238) and
200pts next month (Jun settle above 244).

ricksuen

引用:

原帖由 sinding 於 2013-5-22 20:39 發表

期指低水情况由~120收窄至~70點， 沽压减輕。

今日5號仔、6號仔除淨嘛

sinding

多谢更正！我冇睇個股！

ricksuen

引用:

原帖由 sinding 於 2013-5-22 22:05 發表
多谢更正！我冇睇個股！

除淨陸續有來!

silver

引用:

原帖由 fatpat 於 2013-5-22 21:43 發表

If you still think market will go up to 238 and being aggressive,
adjust the position by

Jun SC244 @64
May LC236 @61

Margin level should drop to around $3K, and now max loss ~50pts,
max win would  ...

Thank you very much, C Hing, As I think the month high will go up to 23600 tomorrw and I think I will follow your strategy.

KM88

引用:

原帖由 sinding 於 2013-5-22 22:05 發表
多谢更正！我冇睇個股！

http://corpsv.etnet.com.hk/webservice/jsp/ETNET/DIV-ANNOUNCE/BIG5/LatestExDate.jsp?SORT=EXDATE&PAGE=2&ENCODING=BIG5&MAINTYPE=DIVANNOUNCE&CLIENT=ETNET&SUBTYPE=CURRENT_EXDATE