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[原创] 慢牛市option策略

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发表于 2012-3-10 12:28 PM | 显示全部楼层 |阅读模式


这种情况下买put死得快。小散买bull put spread比较合适, 正的time value有吸引力
发表于 2012-3-10 12:36 PM | 显示全部楼层
9号胡同 发表于 2012-3-10 12:28
这种情况下买put死得快。小散买bull put spread比较合适, 正的time value有吸引力

eamples and details please.
回复 鲜花 鸡蛋

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发表于 2012-3-10 01:55 PM | 显示全部楼层
qqq put lose money fast.
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发表于 2012-3-10 03:41 PM | 显示全部楼层
本帖最后由 dayuangone8 于 2012-3-10 15:42 编辑

For example, a stock is 100 now. Sell 100 put and buy 95 put. It's good strategy, but the problem is that the gain is limited, and the potential loss could be 1.5 x potential gain
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发表于 2012-3-10 04:34 PM | 显示全部楼层
本帖最后由 atrader 于 2012-3-10 16:42 编辑

for example, sell QQQ may12 75 put @ 10.2, buy QQQ may12 put @ 2.08spot at 65.02. (yahoo data)

you collect 8.12 now. break even is around 67, you can lose 1.88 if QQQ is below 65,
you can win 8.12 if QQQ>75.

however, it is simpler to just buy QQQ may12 65 call @ 1.94
QQQ03102012.png

点评

买call的话负的time value在慢牛市下是个大问题  发表于 2012-3-11 10:55 AM
回复 鲜花 鸡蛋

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发表于 2012-3-10 05:09 PM | 显示全部楼层
atrader 发表于 2012-3-10 16:34
for example, sell QQQ may12 75 put @ 10.2, buy QQQ may12 put @ 2.08spot at 65.02. (yahoo data)

yo ...

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发表于 2012-3-10 05:09 PM | 显示全部楼层
dayuangone8 发表于 2012-3-10 15:41
For example, a stock is 100 now. Sell 100 put and buy 95 put. It's good strategy, but the problem is ...

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发表于 2012-3-11 10:18 AM | 显示全部楼层
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