直男上树
2021-01-14
这篇文章不错,转发给大家看
@Raytroninvs:
看涨期权,你以为的不是你以为的
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我在刚入市的时候,看上某只股票,就会买入很多call,有时候买完call后股票下跌,亏......有的时候买完call后股票继续上涨,看着那些call价值一点点变大,激动的心,躁动的手,开心啊,最后结果没过几天,亏.....又或者买完call以后股票继续上涨,但期权不涨,亏.....</p><p>不懂为什么会亏,但就是亏......</p><p>现在看来太正常了,普遍我们对期权的了解是,看涨期权就是以xxx价格买入xxx时行权价为xxx的一份权利,到期后可以以xxx价格买入股票,这种解释对吗,对的,但是期权其实是个三维的东西</p><p>这里我拿<a href=\"https://laohu8.com/S/TSLA\">$特斯拉(TSLA)$</a>举例,打开特斯拉期权链</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/68d1191feff399a36fd3f2bb4e5409ad\" tg-width=\"1010\" tg-height=\"735\"><span>2月19日行权价1000的看涨</span></p><p>这是今早我打开tws时候截的图,注意看右上角有个iv:85%</p><p>往下看,在type后面有2个希腊字母 delta theta 在time value前面还有2个希腊字母 gamma Vega</p><p>今天这个帖子讲theta和Vega</p><p>theta的数字代表持有这张期权,每天损耗多少钱,图中显示为1.178,也就是说不管股价怎么动,这张期权价值每天都会少去117.8美金</p><p>Vega的数字代表隐含波动率每上升或下降1%,期权价格的变动,刚叫大家看的iv:85%这个就是上周这张期权的隐含波动率,如果这周iv继续上升,那每上升1%,期权价格会增加1.074也就是107.4美金,同理,每下降1%,期权价值就会减少107.4美金</p><p>那我们看下特斯拉的iv</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/7518f65da84d042c3d8a038e29d6ad3e\" tg-width=\"770\" tg-height=\"735\"><span>上升趋势</span></p><p>但是,但是,刚才我打开tws时,iv已经变成这样了</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/3b9c1c3132deb6da15c205b855b13d5d\" tg-width=\"998\" tg-height=\"735\"><span>iv:74%</span></p><p>所以说,如果上周正好你买入了2月19号的特斯拉看涨,正好是买的是行权价为1000的这张看涨期权,正好是花了6100美金</p><p>那今天开盘后在特斯拉股价不变的情况下这张期权值多少钱呢?</p><p>6100-117.8-107.4*11=4800.8</p><p>我们全程都是以特斯拉股价不变的情况下来计算期权价值的,所以这周要么特斯拉猛涨要么iv猛升,否则就会面临大幅亏损.....</p><p>这就是为什么我不建议大家买看涨期权的原因了,当然如果你能很好的把控住股价的走势那又是另外一回事了</p><p>没看明白的多看几遍,看得明白的<a href=\"https://laohu8.com/S/.SPX\">$标普500(.SPX)$</a><a href=\"https://laohu8.com/S/NIO\">$蔚来(NIO)$</a><a href=\"https://laohu8.com/S/BIDU\">$百度(BIDU)$</a><a href=\"https://laohu8.com/S/QQQ\">$纳指ETF(QQQ)$</a></p></body></html>","htmlText":"<html><head></head><body><p> 我在刚入市的时候,看上某只股票,就会买入很多call,有时候买完call后股票下跌,亏......有的时候买完call后股票继续上涨,看着那些call价值一点点变大,激动的心,躁动的手,开心啊,最后结果没过几天,亏.....又或者买完call以后股票继续上涨,但期权不涨,亏.....</p><p>不懂为什么会亏,但就是亏......</p><p>现在看来太正常了,普遍我们对期权的了解是,看涨期权就是以xxx价格买入xxx时行权价为xxx的一份权利,到期后可以以xxx价格买入股票,这种解释对吗,对的,但是期权其实是个三维的东西</p><p>这里我拿<a href=\"https://laohu8.com/S/TSLA\">$特斯拉(TSLA)$</a>举例,打开特斯拉期权链</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/68d1191feff399a36fd3f2bb4e5409ad\" tg-width=\"1010\" tg-height=\"735\"><span>2月19日行权价1000的看涨</span></p><p>这是今早我打开tws时候截的图,注意看右上角有个iv:85%</p><p>往下看,在type后面有2个希腊字母 delta theta 在time value前面还有2个希腊字母 gamma Vega</p><p>今天这个帖子讲theta和Vega</p><p>theta的数字代表持有这张期权,每天损耗多少钱,图中显示为1.178,也就是说不管股价怎么动,这张期权价值每天都会少去117.8美金</p><p>Vega的数字代表隐含波动率每上升或下降1%,期权价格的变动,刚叫大家看的iv:85%这个就是上周这张期权的隐含波动率,如果这周iv继续上升,那每上升1%,期权价格会增加1.074也就是107.4美金,同理,每下降1%,期权价值就会减少107.4美金</p><p>那我们看下特斯拉的iv</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/7518f65da84d042c3d8a038e29d6ad3e\" tg-width=\"770\" tg-height=\"735\"><span>上升趋势</span></p><p>但是,但是,刚才我打开tws时,iv已经变成这样了</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/3b9c1c3132deb6da15c205b855b13d5d\" tg-width=\"998\" tg-height=\"735\"><span>iv:74%</span></p><p>所以说,如果上周正好你买入了2月19号的特斯拉看涨,正好是买的是行权价为1000的这张看涨期权,正好是花了6100美金</p><p>那今天开盘后在特斯拉股价不变的情况下这张期权值多少钱呢?</p><p>6100-117.8-107.4*11=4800.8</p><p>我们全程都是以特斯拉股价不变的情况下来计算期权价值的,所以这周要么特斯拉猛涨要么iv猛升,否则就会面临大幅亏损.....</p><p>这就是为什么我不建议大家买看涨期权的原因了,当然如果你能很好的把控住股价的走势那又是另外一回事了</p><p>没看明白的多看几遍,看得明白的<a href=\"https://laohu8.com/S/.SPX\">$标普500(.SPX)$</a><a href=\"https://laohu8.com/S/NIO\">$蔚来(NIO)$</a><a href=\"https://laohu8.com/S/BIDU\">$百度(BIDU)$</a><a href=\"https://laohu8.com/S/QQQ\">$纳指ETF(QQQ)$</a></p></body></html>","text":"我在刚入市的时候,看上某只股票,就会买入很多call,有时候买完call后股票下跌,亏......有的时候买完call后股票继续上涨,看着那些call价值一点点变大,激动的心,躁动的手,开心啊,最后结果没过几天,亏.....又或者买完call以后股票继续上涨,但期权不涨,亏..... 不懂为什么会亏,但就是亏...... 现在看来太正常了,普遍我们对期权的了解是,看涨期权就是以xxx价格买入xxx时行权价为xxx的一份权利,到期后可以以xxx价格买入股票,这种解释对吗,对的,但是期权其实是个三维的东西 这里我拿$特斯拉(TSLA)$举例,打开特斯拉期权链 2月19日行权价1000的看涨 这是今早我打开tws时候截的图,注意看右上角有个iv:85% 往下看,在type后面有2个希腊字母 delta theta 在time value前面还有2个希腊字母 gamma Vega 今天这个帖子讲theta和Vega theta的数字代表持有这张期权,每天损耗多少钱,图中显示为1.178,也就是说不管股价怎么动,这张期权价值每天都会少去117.8美金 Vega的数字代表隐含波动率每上升或下降1%,期权价格的变动,刚叫大家看的iv:85%这个就是上周这张期权的隐含波动率,如果这周iv继续上升,那每上升1%,期权价格会增加1.074也就是107.4美金,同理,每下降1%,期权价值就会减少107.4美金 那我们看下特斯拉的iv 上升趋势 但是,但是,刚才我打开tws时,iv已经变成这样了 iv:74% 所以说,如果上周正好你买入了2月19号的特斯拉看涨,正好是买的是行权价为1000的这张看涨期权,正好是花了6100美金 那今天开盘后在特斯拉股价不变的情况下这张期权值多少钱呢? 6100-117.8-107.4*11=4800.8 我们全程都是以特斯拉股价不变的情况下来计算期权价值的,所以这周要么特斯拉猛涨要么iv猛升,否则就会面临大幅亏损..... 这就是为什么我不建议大家买看涨期权的原因了,当然如果你能很好的把控住股价的走势那又是另外一回事了 没看明白的多看几遍,看得明白的$标普500(.SPX)$$蔚来(NIO)$$百度(BIDU)$$纳指ETF(QQQ)$","highlighted":2,"essential":2,"paper":2,"link":"https://laohu8.com/post/332807340","repostId":0,"isVote":1,"tweetType":1,"commentLimit":10,"symbols":["BIDU","QQQ","NIO",".SPX","TSLA"],"verified":2,"subType":0,"readableState":1,"langContent":"CN","currentLanguage":"CN","warmUpFlag":false,"orderFlag":false,"shareable":true,"causeOfNotShareable":"","featuresForAnalytics":[],"commentAndTweetFlag":false,"upFlag":false,"length":1521,"xxTargetLangEnum":"ZH_CN"},"isVote":1,"tweetType":1,"viewCount":1163,"commentLimit":10,"likeStatus":false,"favoriteStatus":false,"reportStatus":false,"symbols":[],"verified":2,"subType":0,"readableState":1,"langContent":"CN","currentLanguage":"CN","warmUpFlag":false,"orderFlag":false,"shareable":true,"causeOfNotShareable":"","featuresForAnalytics":[],"commentAndTweetFlag":false,"upFlag":false,"length":25,"xxTargetLangEnum":"ZH_CN"},"commentList":[],"isCommentEnd":true,"isTiger":false,"isWeiXinMini":false,"url":"/m/post/335572886"}
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