ironcondor

谢谢金水兄。

sinding

引用:

原帖由 fatpat 於 2014-4-1 17:23 發表


Use a SC to lock most of the profit, assume not big drop later.

e.g. Ja @22000, tomorrow around 225, SC216 @860 to make a covered call.

Thank you fatpat Hing!
得闲睇下效果如何。最好可以1:1对衝或接近。

TTS

Thank you 金水兄 !

uuyyuu

引用:

原帖由 uuyyuu 於 2014-4-1 16:14 發表
又想烈口破226?

今天应試穿226,有好仑可先食一次!
逆对冲可开仑.

uuyyuu

見好走一走,好位再回头!

CB900

breakfast first....

fatpat

Good morning

cowbearcar

古古怪怪
恆指升，期指橫行

fatpat

引用:

原帖由 sinding 於 2014-4-2 09:10 發表

Thank you fatpat Hing!
得闲睇下效果如何。最好可以1:1对衝或接近。

引用:

原帖由 uuyyuu 於 2014-4-2 09:46 發表

今天应試穿226,有好仑可先食一次!
逆对冲可开仑.

SC216 Open/DH @1018 Today, Delta 0.83

1) Delta 0.83 means equal to Ku 0.83 future contract, equal to 1:0.83 hedging (对衝)
2) Delta 0.83 also means 17% chance this month settle below 21600

This strategy goods for stagnant (above 21600) / little bullish market (~逆对冲)

Better than just square because SC has time value (theta)

Covered Call - Improve yield by substituting the underlying for a deep ITM long call (combined = naked put / SP216)

An income strategy for novice, bullish outlook, for short term premium income

[ 本帖最後由 fatpat 於 2014-4-2 11:52 編輯 ]

zsin