選擇權賣方策略(曝險策略) - 期貨

By Frederica
at 2007-09-15T14:30
at 2007-09-15T14:30
Table of Contents
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
--
How to be a trader?
心態要純正
手段要殘忍
http://www.wretch.cc/blog/alexlovesky
--
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
--
How to be a trader?
心態要純正
手段要殘忍
http://www.wretch.cc/blog/alexlovesky
--
Tags:
期貨
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