昨晚涨到近50的时候_老虎社区_美港股上老虎 - 老虎社区

你吹吧我接着

昨晚涨到近50的时候蔚来正股卖了一些，剩下100股，这时我为了对冲这100股下跌的风险买了两手45的put（同时为了补仓正股又卖出三手35的put，想着要么跌到35补仓要么跌不到35白嫖权利金）。我发现这两手put赚的钱基本可以和100股正股下跌损失的钱相抵消，如果是三手的话可能对冲效果更好（整体盈利）。不过我并不是通过精确计算做的决策，而是凭感觉买了两手，碰巧对冲上了而已。所以想请教各位高手，以这100股蔚来正股和45的put为例，对冲时要计算买几手，应该用什么公式，套哪些数据？$蔚来(NIO)$

期权Q&A：期权知识，你问我答

你想知道的期权知识都在这里，咨询期权问题@期权小助手

免责声明：上述内容仅代表发帖人个人观点，不构成本平台的任何投资建议。

精彩评论

yifff
2020-11-14
yifff
我觉得要看期限的吧，期权很看时间的啊，持有正股对冲其实两个办法（卖call买put，可以同时操作），卖出55的call拿200权利金，买40put掏出200权利金，感觉挺完美的
- yifff回复你吹吧我接着:
  对的，因为他有正股所以我说卖call嘛
- 你吹吧我接着:
  卖call的前提是有对应数量正股，不然真遇到暴涨，卖call的损失太大了
青龙与小白龙
2020-11-14
青龙与小白龙
您文章中的截图，圈起来的是对的。理论上100股正股配1手看跌期权，但依据当前蔚来的形势看，配2手看跌也不错。但建议持有远期合约，数量可适当增加。
- 青龙与小白龙回复你吹吧我接着:
  可以持有1个月，2个月，3个月，合计3张
- 你吹吧我接着:
  谢谢哈，远期是指大概多久呢？
莫问前程哥
2020-11-14
莫问前程哥
Delta hedge
- yifff:
  delta hedging不是只买put嘛？何不卖call买put了
青龙与小白龙
2020-11-14
青龙与小白龙
在市场中，能保持理性的占少数。阁下玩对冲，能如此理性，他日必成大器。我虎币不多，希望阁下不要介意。
杰森张
2020-11-14
杰森张
理性操作，稳～～
青龙与小白龙
2020-11-14
青龙与小白龙
阁下是理性的。

发表看法

11

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<u>hedge</u>","text":"Delta <u>hedge</u>","html":"Delta <u>hedge</u>","likeSize":0,"commentSize":1,"subComments":[{"id":3040805,"gmtCreate":1605317205754,"gmtModify":1605317205754,"authorId":3561167118803690,"author":{"id":3561167118803690,"authorId":3561167118803690,"name":"yifff","avatar":"https://static.laohu8.com/default-avatar.jpg","vip":1,"crmLevel":1,"crmLevelSwitch":0,"individualDisplayBadges":[]},"repliedAuthorId":0,"objectId":307038186,"type":1,"supId":3040680,"prevId":0,"content":"<p>delta hedging不是只买put嘛？何不卖call买put了</p>","text":"<p>delta hedging不是只买put嘛？何不卖call买put了</p>","html":"<p>delta 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