慢牛市option策略

9号胡同

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

joep

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.

美眉妹

qqq put lose money fast.

dayuangone8

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

atrader

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

joep

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 ...

joep

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 ...

licai5688