看看今天收什么,大阳棒的话还要上,不然的话没啥前途,昨天建的strangle卖了,3x overnight.
black 发表于 2010-4-29 08:54
what are the strike price??? 3x overnight on total return???
My calculation was not that off !!!!???
put/call ratio 1.04, no directional bet. As long as price move up 15% or down 20% should make about 26.38%.
setup strike @130 yesterday cost $15.50, $15.50 x 26.38% = $4.09
As of today, price move up $19.60 (15.30%), sell the setup get $20.30 in total. $20.30 - $15.50 = $4.80
compare estimated profit $4.09 to actual gain $4.80, ( $4.80 is 30% of $15.50), so my estimate off by 4%.