周選擇權買權空頭價差 - 期貨
By Ophelia
at 2017-06-05T20:27
at 2017-06-05T20:27
Table of Contents
最近盤後交易
買權就像死魚盤一樣不動
但隔天開盤 價外的Call就會先跌掉一段權利金
然後又創高
大家都知道漲多的行情一定會急殺
但沒人知道什麼時候殺
只知道盤中殺的時候大家就會狂Sell Call
我就用程式觸價方式
分開來操作Buy 10100C和Sell 10000C
讓兩邊的權利金價差維持在101點以上
（1點是手續費）
現在持有50口 平均價差102點
周三最壞的狀況就是不賺不賠
但至少可以每天安穩睡覺
明天後天只要大跌一次 就馬上全平倉
--
買權就像死魚盤一樣不動
但隔天開盤 價外的Call就會先跌掉一段權利金
然後又創高
大家都知道漲多的行情一定會急殺
但沒人知道什麼時候殺
只知道盤中殺的時候大家就會狂Sell Call
我就用程式觸價方式
分開來操作Buy 10100C和Sell 10000C
讓兩邊的權利金價差維持在101點以上
（1點是手續費）
現在持有50口 平均價差102點
周三最壞的狀況就是不賺不賠
但至少可以每天安穩睡覺
明天後天只要大跌一次 就馬上全平倉
--
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期貨
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