[心得] 不用腦袋的賣法能賺錢嗎?

看板Trading (金融交易)作者marketTrend (趨勢)時間13年前 (2012/03/03 16:54)推噓7(7推 0噓 8→)

留言15則, 10人參與討論串1/1

(數據不保證百分百正確，和實際交易價格亦有所誤差，謹供參考) 賣出條件: 1.在每月結算日賣出下月契約，比方說在2012/02/15 賣出 201203 選擇權 2.以該結算日的近月期貨指數為計算基準，四捨五入至百位為履約價計算基準。例如: 8788 -> 8800 8733 -> 8700 3.往上加 200點賣出 call 。往下減 300點賣出 put 。賣出/結算價取當天收盤價例如履約價基準 8800則 sell 9000 call sell 8400 put (賣出價為0的部份，代表該月沒有該履約價格的選擇權可賣) 結果: 交割年月/基準賣出價結算價盈虧 200502/5900: Call 6100 36 36.5 -0.5 200502/5900: Put 5600 15 0.1 14.9 200503/6100: Call 6300 40.5 0.3 40.2 200503/6100: Put 5800 18 0.1 17.9 200504/6100: Call 6300 26 0.5 25.5 200504/6100: Put 5800 26.5 93 -66.5 200505/5700: Call 5900 28 15 13 200505/5700: Put 5400 23 0.3 22.7 200506/5900: Call 6100 27 165 -138 200506/5900: Put 5600 27 0.1 26.9 200507/6100: Call 6300 48.5 115 -66.5 200507/6100: Put 5800 18.5 0.5 18 200508/6400: Call 6600 51 0.2 50.8 200508/6400: Put 6100 29 1 28 200509/6200: Call 6400 52 0.1 51.9 200509/6200: Put 5900 21 0.2 20.8 200510/6100: Call 6300 20 0.2 19.8 200510/6100: Put 5800 16 111 -95 200511/5700: Call 5900 35 139 -104 200511/5700: Put 5400 20 0.1 19.9 200512/6000: Call 6200 66 268 -202 200512/6000: Put 5700 27 0.1 26.9 200601/6500: Call 6700 48.5 0.4 48.1 200601/6500: Put 6200 47 0.4 46.6 200602/6500: Call 6700 70 0.5 69.5 200602/6500: Put 6200 48 0.1 47.9 200603/6600: Call 6800 39 0.1 38.9 200603/6600: Put 6300 52 0.1 51.9 200604/6500: Call 6700 38.5 347 -308.5 200604/6500: Put 6200 37 0.1 36.9 200605/7100: Call 7300 40 0.5 39.5 200605/7100: Put 6800 40.5 0.2 40.3 200606/7100: Call 7300 95 0.2 94.8 200606/7100: Put 6800 72 490 -418 200607/6300: Call 6500 94 0.6 93.4 200607/6300: Put 6000 92 0.3 91.7 200608/6100: Call 6300 97 396 -299 200608/6100: Put 5800 58 0.1 57.9 200609/6700: Call 6900 69 13 56 200609/6700: Put 6400 67 0.1 66.9 200610/6900: Call 7100 70 2 68 200610/6900: Put 6600 80 0.1 79.9 200611/7000: Call 7200 66 48 18 200611/7000: Put 6700 39.5 0.1 39.4 200612/7200: Call 7400 61 264 -203 200612/7200: Put 6900 34.5 0.1 34.4 200701/7700: Call 7900 65 1.9 63.1 200701/7700: Put 7400 49 0.2 48.8 200702/7900: Call 8100 0 0 0 200702/7900: Put 7600 53 0.5 52.5 200703/7900: Call 8100 0 0 0 200703/7900: Put 7600 26 1 25 200704/7700: Call 7900 79 113 -34 200704/7700: Put 7400 55 0.1 54.9 200705/8000: Call 8200 69 0.4 68.6 200705/8000: Put 7700 49.5 0.1 49.4 200706/8000: Call 8200 59 565 -506 200706/8000: Put 7700 76 0.5 75.5 200707/8700: Call 8900 101 575 -474 200707/8700: Put 8400 80 0.1 79.9 200708/9400: Call 9600 123 0.1 122.9 200708/9400: Put 9100 103 520 -417 200709/8400: Call 8600 285 340 -55 200709/8400: Put 8100 250 0.2 249.8 200710/9000: Call 9200 178 355 -177 200710/9000: Put 8700 207 0.2 206.8 200711/9600: Call 9800 222 0.2 221.8 200711/9600: Put 9300 224 870 -646 200712/8400: Call 8600 232 0.2 231.8 200712/8400: Put 8100 201 90 111 200801/8000: Call 8200 220 50 170 200801/8000: Put 7700 207 0.2 206.8 200802/8100: Call 8300 272 0.3 271.7 200802/8100: Put 7800 220 14.5 205.5 200803/7800: Call 8000 238 175 63 200803/7800: Put 7500 197 0.2 196.8 200804/8100: Call 8300 357 775 -418 200804/8100: Put 7800 293 0.2 292.8 200805/9000: Call 9200 220 0.4 219.6 200805/9000: Put 8700 160 1 159 200806/9000: Call 9200 127 0.1 126.9 200806/9000: Put 8700 101 479 -378 200807/8100: Call 8300 105 0.1 104.9 200807/8100: Put 7800 94 1160 -1066 200808/6500: Call 6700 198 336 -138 200808/6500: Put 6200 0 0 0 200809/7000: Call 7200 127 0.1 126.9 200809/7000: Put 6700 117 935 -818 200810/5700: Call 5900 222 0.1 221.9 200810/5700: Put 5400 158 166 -8 200811/5200: Call 5400 190 0.1 189.9 200811/5200: Put 4900 207 645 -438 200812/4100: Call 4300 218 365 -147 200812/4100: Put 3800 0 0 0 200901/4600: Call 4800 168 0.1 167.9 200901/4600: Put 4300 140 44 96 200902/4100: Call 4300 144 215 -71 200902/4100: Put 3800 101 0.1 100.9 200903/4400: Call 4600 97 467 -370 200903/4400: Put 4100 88 0.1 87.9 200904/5000: Call 5200 105 660 -555 200904/5000: Put 4700 78 0.1 77.9 200905/5900: Call 6100 136 600 -464 200905/5900: Put 5600 144 0.2 143.8 200906/6700: Call 6900 181 0.1 180.9 200906/6700: Put 6400 183 195 -12 200907/6100: Call 6300 173 461 -288 200907/6100: Put 5800 113 0.2 112.8 200908/6600: Call 6800 163 0.1 162.9 200908/6600: Put 6300 109 0.2 108.8 200909/6700: Call 6900 120 545 -425 200909/6700: Put 6400 110 0.1 109.9 200910/7400: Call 7600 187 105 82 200910/7400: Put 7100 121 0.2 120.8 200911/7600: Call 7800 149 0.2 148.8 200911/7600: Put 7300 85 0.2 84.8 200912/7700: Call 7900 125 0.2 124.8 200912/7700: Put 7400 82 0.2 81.8 201001/7700: Call 7900 98 317 -219 201001/7700: Put 7400 81 0.2 80.8 201002/8200: Call 8400 76 0.1 75.9 201002/8200: Put 7900 45.5 341 -295.5 201003/7500: Call 7700 95 143 -48 201003/7500: Put 7200 62 0.2 61.8 201004/7800: Call 8000 100 0.1 99.9 201004/7800: Put 7500 62 0.1 61.9 201005/8000: Call 8200 60 0.1 59.9 201005/8000: Put 7700 74 125 -51 201006/7500: Call 7700 127 0.2 126.8 201006/7500: Put 7200 130 0.3 129.7 201007/7300: Call 7500 108 187 -79 201007/7300: Put 7000 77 0.2 76.8 201008/7600: Call 7800 78 118 -40 201008/7600: Put 7300 69 0.1 68.9 201009/7900: Call 8100 60 55 5 201009/7900: Put 7600 63 0.2 62.8 201010/8200: Call 8400 54 0.1 53.9 201010/8200: Put 7900 72 0.1 71.9 201011/8100: Call 8300 79 0.1 78.9 201011/8100: Put 7800 62 0.2 61.8 201012/8300: Call 8500 72 228 -156 201012/8300: Put 8000 68 0.2 67.8 201101/8800: Call 9000 73 84 -11 201101/8800: Put 8500 69 0.2 68.8 201102/9000: Call 9200 66 0.2 65.8 201102/9000: Put 8700 29.5 0.1 29.4 201103/8600: Call 8800 70 0.1 69.9 201103/8600: Put 8300 44 0.2 43.8 201104/8300: Call 8500 120 292 -172 201104/8300: Put 8000 115 0.2 114.8 201105/8800: Call 9000 67 0.1 66.9 201105/8800: Put 8500 60 0.1 59.9 201106/9000: Call 9200 58 0.1 57.9 201106/9000: Put 8700 70 0.1 69.9 201107/8600: Call 8800 90 0.2 89.8 201107/8600: Put 8300 59 0.1 58.9 201108/8600: Call 8800 76 0.2 75.8 201108/8600: Put 8300 45.5 550 -504.5 201109/7600: Call 7800 170 0.1 169.9 201109/7600: Put 7300 135 0.3 134.7 201110/7500: Call 7700 166 0.2 165.8 201110/7500: Put 7200 145 0.1 144.9 201111/7300: Call 7500 120 0.1 119.9 201111/7300: Put 7000 90 0.2 89.8 201112/7300: Call 7500 164 0.1 163.9 201112/7300: Put 7000 125 46.5 78.5 201201/7000: Call 7200 99 7 92 201201/7000: Put 6700 105 0.1 104.9 201202/7200: Call 7400 71 605 -534 201202/7200: Put 6900 63 0.2 62.8 賣出總值結算總值盈虧 Toal 16700.5 17445.9 -745.4 2005 671 946.3 -275.3 2006 1455.5 1564 -108.5 2007 2786.5 3433.7 -647.2 2008 4248 5103.3 -855.3 2009 3102 3294.3 -192.3 2010 1872.5 1516.5 356 2011 2227 975.5 1251.5 2012 338 612.3 -274.3 心得: 1.想要隨便賣選擇權就穩穩賺點小錢，很難。 2.如果去年開始當賣家，會有賣家真的很好賺的感覺。 -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 175.181.204.125