[心得] 選擇權賣方策略(曝險策略)
看板Option (期貨與選擇權)作者alexlovesky (白蠍-純白無瑕的殺人蠍)時間17年前 (2007/09/15 14:30)推噓12(12推 0噓 17→)留言29則, 11人參與討論串1/6 (看更多)
當行情穿過履約價但不確定是否一去不回時使用
適合:
24小時交易的市場(交易時間越長越好)
情境:
於8000時
賣出8100call & 7900put 各2口
時間價值總計200
向上穿過8125買進一口mx
向上穿過8150買進一口mx (完全避險CALL部位)
向下穿過8125賣出一口mx(損失25)
向下穿過8100賣出一口mx(損失25,共損失50)
向下穿過7875賣出一口mx
向下穿過7850賣出一口mx(完全避險PUT部位)
向上穿過7875買進一口mx(損失25,共損失75)
向上穿過7900買進一口ma(損失25,共損失100)
以上述的行情
你完全看錯支撐與壓力
但結果仍是賺錢(以曝險策略操作)
讓大家了以期貨部位做選擇權賣方部位的避險
--
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心態要純正
手段要殘忍
http://www.wretch.cc/blog/alexlovesky
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◆ From: 220.139.52.200
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※ alexlovesky:轉錄至看板 Stock 09/15 14:32
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※ 編輯: alexlovesky 來自: 220.139.52.200 (09/15 15:11)
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