sidban2005

gundam78

Thank you!

silvanalee

fatpat

引用:

原帖由 wil 於 2012-6-5 17:10 發表

I find that this strategy if change a bit to SP 134 x 3 & LP 150 x 1
It can earn $3500 if closing above 152. No loss from this game.

If you want credit spread, then move 1 interval up is enough,
i.e. SP136 x 2, breakeven 12200.

Main concern is the margin.  Reserved margin for each naked put is $50K.
I have to reserve $100K for each set, ROI is not good.

Another way to make up the cost without using more margin is SC FOTM.

[ 本帖最後由 fatpat 於 2012-6-6 00:11 編輯 ]

fatpat

Concern about the ROI, with $100K reserved margin,
you can buy 2 sets (LP x 1 + SP x 2) but only 1 set (LP x 1 + SP x 3).

P.S. reserved margin not equal to actual margin needed.
        Actual margin for ATM contract ~ future ~ $58,000

fatpat

From option distribution, look like tomorrow AO ~18100 and drop to 17900 / 17800,
provided that US is flat to down a little bit tonight.

jojo

thanks for sharing

fatpat

引用:

原帖由 samy 於 2012-6-5 17:22 發表
Ching,

So the breakeven point will be 12800.

Pls advise, Thanks

(13400 - (15000 - 13400) / 2) = 12600, + the premium you collect,
so breakeven a little bit below 12590.

Kidney

thanksssssss

KM88

牛熊證總街貨量變化               
收回區        相對期指張數        一日相對期指張數變化
19,200-19,299        181         19
19,100-19,199        213         (20)
19,000-19,099        109         60
18,900-18,999        167         17
18,800-18,899        466         64
18,700-18,799       547         203
上日收市價 : 18,259                 
18,000-18,099       691         9
17,900-17,999        501         (128)
17,800-17,899        536         234
17,700-17,799        392         (94)
17,600-17,699        147         25
17,500-17,599        153         28
17,400-17,499        133         (4)