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MAY 10 期指,期權

floydhk c.hing tomorrow already heading 20000, no need to wait mid May, Dow down 200 point and HK ADR already 20200
wah sai lee

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today is a typical single day reversal it gap up high but close at yesterday close below 20570, for the HSI future

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today can do long call ? say LC 204? Then if go up use SC 206 to cover back see if can enjoy arbitrage position... what do you think?
引用:
原帖由 hftsang 於 2010-5-5 01:41 發表


My guess came true.  No more room for your to do SC with nice premium in short term, at least this week.

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Good morning traders!
市場運動,如一切世間現象,
總有其相,必有其數,故必有其法。
有法,則有術。

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good morning

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唉,跌到我d call@@

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Thanks, I do agree this is a risk strategy (it is a $15k+ limited risk)

BTW, would you share an example about the meaning of arbitrage trade in option market?
引用:
原帖由 hftsang 於 2010-5-5 09:56 發表


I think it's a good idea and thanks for your insight to all of us.  But firstly you should think the market will be under 20400 for a considerable period of time.  I suppose there may be a great reb ...

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HF hing, what i mean just now is LC204 now, and then when market up to 204, I will SC 202... (Not 206) I give wrong information

would this consider arbitrage deal?

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Ok I will also do more research.. I always have funny option strategy but not very much "official".. hopefully I can be creative and win money at the same time. I will post more if i have new findings.
引用:
原帖由 hftsang 於 2010-5-5 10:19 發表


I think for here, the members describe it as 扣, and for me, a call spread, no matter which strike you open for your short call.  Of course, in that case, you may be able to use zero capital to have ...

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入市callA50,上証見2950平倉!

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