$特斯拉(TSLA)$
最近有个模仿gpt-o1的prompt很火，试了一下用来分析sellput的行权价，还比较靠谱。后面不定期分享一些用gpt-o1分析的行权价和分析过程，供大家参考。

找个下周末特斯拉期权最适合sell put的行权价
**o1:**
让我理解一下这个请求:
1. 要找特斯拉(TSLA)的期权
2. 时间是下周末到期的期权
3. 目标是找到适合卖出看跌期权(sell put)的行权价
4. 需要分析当前市场情况来判断合适的行权价

首先我需要:
1. 查询TSLA当前的股价和走势,了解基本面
2. 查看对应到期日的期权链数据
3. 分析波动率和期权定价来判断最佳行权价

下周末应该是11月22日(下周五)到期
让我先查询TSLA的报价数据

hmm...需要用quote_query来查询
- 先查当前股价
- 再查期权链数据,日期用2024-11-22

query stock quote: US.TSLA quote
query stock quote: US.TSLA optionchain 2024-11-22 2024-11-22
Hmm, let me analyze the situation for selling Tesla puts expiring next Friday (11/22)...
Current TSLA stock price is around $311.18, and it's been quite volatile today with a range of $310.37-$329.98. The stock has shown significant weakness today, dropping from the open of $327.69.
For selling puts, I need to consider a few key factors:
1. Support levels and technical setup
2. Premium collection potential
3. Risk management
4. Probability of profit
Looking at the price action and considering the recent market conditions:
* The stock has strong support around $300 level
* Given the current price of $311.18, selling puts with strikes around 290-295 would provide a good balance of risk and reward
* This would give about a 5-7% downside buffer from current price
* The $290 strike would be particularly interesting as it's a psychologically important round number and provides decent premium while being about 7% below current price
For selling puts, we want to be comfortable owning the stock at the strike price if assigned. The $290 strike seems like a reasonable level where:
* It provides good downside protection
* Has technical support nearby
* Offers reasonable premium potential
* Represents a price where Tesla could be considered relatively attractive for longer-term holding
The 295 strike could also work but might be a bit too close to current price given Tesla's volatility. The 285 strike would be safer but likely offer less attractive premium.
Let me query one specific put option to check its details more closely...
query stock quote: US.TSLA241122P290000 quote
query stock quote: US.TSLA241122P280000 quote
query stock quote: US.TSLA241122P285000 quote
Let me analyze the best strike price for selling Tesla puts expiring next week (11/22).
First, let's look at the current situation:
* TSLA is currently trading at $311.18
* There's been significant downward movement today (opened at $327.69, now at $311.18)
* The market seems quite volatile today with a wide trading range ($329.98 - $310.37)
For selling puts, we want to:
1. Find a strike price that provides a good balance of premium and probability of success
2. Consider support levels and technical factors
3. Look at the Greeks and implied volatility
Let me analyze a few potential strike prices:
1. $290 Put:
* Premium: $3.41
* Delta: -0.20 (roughly 80% probability of success)
* IV: 63.47%
* Decent premium but might be too close given the recent volatility
2. $285 Put:
* Premium: $2.45
* Delta: -0.16 (roughly 84% probability of success)
* IV: 63.98%
* Better probability but lower premium
3. $280 Put:
* Premium: $1.78
* Delta: -0.12 (roughly 88% probability of success)
* IV: 65.01%
* Highest probability but lower premium
Given the recent volatility and the sharp drop today, I think we should be a bit more conservative. The $285 strike offers a good balance:
* It's about 8.4% below current price, providing good downside protection
* Still offers a reasonable premium of $2.45
* Has a high probability of success with -0.16 delta
* Sits at a potentially psychological support level (round number)
The $285 strike seems to offer the best risk-reward ratio considering:
1. Recent market volatility
2. The significant drop today
3. The balance between premium and probability
4. The psychological support level
基于当前市场情况分析，我建议选择285美元的行权价，原因如下：
1. 风险收益比较好：
* 行权价比当前价格低约8.4%，提供了不错的安全边际
* 期权费$2.45，收益仍然可观
* Delta为-0.16，意味着大约84%的成功概率
2. 技术面考虑：
* 285是个整数关口，通常会形成心理支撑位
* 考虑到今天的大幅下跌（从327.69跌到311.18），这个位置提供了足够的缓冲空间
3. 波动率因素：
* 隐含波动率在63.98%，相对适中
* 体现了市场对风险的合理定价
4. 平衡性：
* 在收益和风险之间取得了很好的平衡
* 比290的行权价更安全，又比280的行权价提供更多收益
总的来说，285的行权价在当前市场环境下提供了最佳的风险收益比，既不会过于激进，又能获得合理的期权费收入。