五种option strategies建仓和调整策略

sd_engine

thanks

RedCedar

Thanks a lot!!

iceriver

Nice point! Never tried weekly options, do not know how much profit space it can make for calendar spreads.

Calendar put/call using weekly as short leg, and the current monthly as the long leg, and make sure  ...
GnGSystem 发表于 2010-8-29 12:26

silencelake2007

thks a lot

Bencat

janez

Calendar put/call using weekly as short leg, and the current monthly as the long leg, and make sure  ...
GnGSystem 发表于 2010-8-29 12:26

  what do you mean by " make sure the price is 0.6-0.8"? price of what?
also, "when short leg is out of the money", Was the short leg initially in the money?  Curious.

GnGSystem

what do you mean by " make sure the price is 0.6-0.8"? price of what?
also, "when short leg ...
janez 发表于 2010-9-9 21:49

a 0.6-0.8 debit calendar spread.

short leg weekly
long leg monthly

motivation was that after weekly expiration, monthly market value might be higher than the cost, and therefore we can either sell another weekly or just leave the monthly alone to take a chance or to be protective for the overall long positions.

janez

a 0.6-0.8 debit calendar spread.

short leg weekly
long leg monthly

motivation was that af ...
GnGSystem 发表于 2010-9-11 01:41

not sure about the winning rate. If mkt goes down, weekly/monthly calender spread will probably lose money.

fisheatme

thanks

bam

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