rayfg10

Thank you, c-hing..

jc@tommy

see see sin

takk

引用:

原帖由 OK~ 於 2011-1-31 10:50 發表




大家都密切留意倉位變動呢

雖然有些不合理, 但即月210P似乎是SP, 而3月226似乎是LP..
至於即月220P & 3月218P則未能看透..
未知各位有何看法?_?  ...

To OK c-hing & all, I try to guess what the big trader doing following :


for Feb : SP220 / LP210 spread
possible profit about : <39pts ( currently 55pts - 16pts ) per set ( since SP220 vol about 5xxx while LP210 vol about 7xxxx) ratio about 1 : 1.4
possible win : < 39pts per set
possible lose : 1000 - 39 per set = 961 pts /set

in case the HSF drop below 22000, above spread protected by below spread :

for Mar : LP226 / SP 2x218 per set  ( Long / short ratio : 1:2)
profit about : 12 pts per set  (currrently 356 - 2x172 )
( LP226,delta 0.32, gamma 0.0002,  while SP218, delta 0.18, gamma 0.0001 ) -> want to make delta `0'

However, I cannot figure out their speculation since the factor : `TIME' is also critical when calculate the profit/loss of above action.

If drop slowly to or above 22000 before end of Feb ( or @結算), above action have more profit.
But in case drop quickly to below 22000, then it would be dangerous to above set. then `saving action' may need to be done.

以上乃小弟愚見, 請多多指正!

takk

引用:

原帖由 sorsoy 於 2011-1-31 10:53 發表
會唔會係平倉? 上星期個OI都好大
即月21000 P 7683
22000 P 5488

if so they may create new short PUT SPREAD of Mar & so the HSF would not fall below 226 ?  Really hard for us to analyse.

Head itching !!!

ccc20010324

thank you!

surek

thank a lot

mk98

引用:

原帖由 OK~ 於 2011-1-31 10:50 發表




大家都密切留意倉位變動呢

雖然有些不合理, 但即月210P似乎是SP, 而3月226似乎是LP..
至於即月220P & 3月218P則未能看透..
未知各位有何看法?_?  ...

即月 210P 同 220P........真係好大成交............
但從大戶那邊想，做 SP 是否無乜肉食........真的會咁做??
大戶要食大茶飯...........過幾十點真的想食嗎??
OK 兄，請指點.......

OK~

引用:

原帖由 takk 於 2011-1-31 11:38 發表
To OK c-hing & all, I try to guess what the big trader doing following :


for Feb : SP220 / LP210 spread
possible profit about : <39pts ( currently 55pts - 16pts ) per set ( since SP220 vol about 5xxx while LP210 vol about 7xxxx) ratio about 1 : 1.4
possible win : < 39pts per set
possible lose : 1000 - 39 per set = 961 pts /set

in case the HSF drop below 22000, above spread protected by below spread :

for Mar : LP226 / SP 2x218 per set  ( Long / short ratio : 1:2)
profit about : 12 pts per set  (currrently 356 - 2x172 )
( LP226,delta 0.32, gamma 0.0002,  while SP218, delta 0.18, gamma 0.0001 ) -> want to make delta `0'

However, I cannot figure out their speculation since the factor : `TIME' is also critical when calculate the profit/loss of above action.

If drop slowly to or above 22000 before end of Feb ( or @結算), above action have more profit.
But in case drop quickly to below 22000, then it would be dangerous to above set. then `saving action' may need to be done.

以上乃小弟愚見, 請多多指正!

多謝Tak兄詳盡的分析..

小弟看如果大戶3月218是SP, 而226是LP, 只要3月期結大市守在21200水平之上, 這套倉仍然有賺..

Glory

good morning all

OK~

引用:

原帖由 mk98 於 2011-1-31 12:00 發表

即月 210P 同 220P........真係好大成交............
但從大戶那邊想，做 SP 是否無乜肉食........真的會咁做??
大戶要食大茶飯...........過幾十點真的想食嗎??
OK 兄，請指點....... ...

引用:

原帖由 OK~ 於 2011-1-31 10:50 發表

大家都密切留意倉位變動呢

雖然有些不合理, 但即月210P似乎是SP, 而3月226似乎是LP..
至於即月220P & 3月218P則未能看透..
未知各位有何看法?_?

[ 本帖最後由 OK~ 於 2011-1-31 10:52 編輯 ]

因此小弟亦認為大戶於210的加倉SP是不合理, 而剛剛Sorsoy兄亦提及會否是平掉2月的210LP & 220SP..
這種說法似乎比較合理..