有舍
2023-02-07
这篇文章不错,转发给大家看看
@期权小班长:
一种几乎不花钱的赌财报策略
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href=\"https://laohu8.com/OPT/SNAP%2020230203%2013.0%20CALL\"></a><a target=\"_blank\" href=\"https://laohu8.com/OPT/SNAP 20230203 13.0 CALL\">$SNAP 20230203 13.0 CALL$ </a></li><li>卖<a target=\"_blank\" href=\"https://laohu8.com/OPT/SNAP%2020230203%2014.5%20CALL\"></a><a target=\"_blank\" href=\"https://laohu8.com/OPT/SNAP 20230203 14.5 CALL\">$SNAP 20230203 14.5 CALL$ </a></li></ul><p><img referrerpolicy=\"no-referrer\" src=\"https://static.tigerbbs.com/82195222895a0fe2e9a2599f871518af\" tg-width=\"-1\" tg-height=\"-1\">乍看起来只是普普通通的看涨价差策略,买入浅度价外call,卖出深度价外call,当SNAP财报后上涨接近或超过13美元但低于14.5美元时即可获得浅度价外call翻倍的利润外加深度价外call 的时间价值。</p><p>即押注SNAP涨幅在18%~32%之间。</p><p>而当SNAP财报后上涨低于13美元时,可利用深度价外call的权利金对冲买入call的博弈成本。</p><p><b>问题在于这对组合的交易总金额。</b></p><p>买入<a target=\"_blank\" href=\"https://laohu8.com/OPT/SNAP 20230203 13.0 CALL\">$SNAP 20230203 13.0 CALL$ </a>总成交金额36万美元,卖出<a target=\"_blank\" href=\"https://laohu8.com/OPT/SNAP 20230203 14.5 CALL\">$SNAP 20230203 14.5 CALL$ </a>获得权利金刚好也是36万美元。也就是说SNAP涨幅低于18%,包括SNAP大跌了,这位交易者只亏一点手续费而已。</p><p>头一次遇到这么精打细算的财报玩家,绷不住了。</p></body></html>","htmlText":"<html><head></head><body><p>重点说一下AMD和SNAP财报期权异动。</p><p>AMD的答案比较简单,一眼就能看出来,三个特征很明显,给分题:<a target=\"_blank\" href=\"https://laohu8.com/OPT/AMD 20230203 68.0 PUT\">$AMD 20230203 68.0 PUT$ </a> 。财报会跌,目标价68美元。</p><p>哪三个特征老玩家应该都知道,没看出来的朋友可以思考一下。(提醒一句送分题不是100%正确赌财报风险很大注意仓位)<img referrerpolicy=\"no-referrer\" src=\"https://static.tigerbbs.com/300256ffc3ec8d2539748f9abc45dade\" tg-width=\"-1\" tg-height=\"-1\"></p><p>SNAP这边因为组合比较多,所以方向不太明确。但我一眼就看到一对特别逆天的财报组合:</p><ul><li>买<a target=\"_blank\" href=\"https://laohu8.com/OPT/SNAP%2020230203%2013.0%20CALL\"></a><a target=\"_blank\" href=\"https://laohu8.com/OPT/SNAP 20230203 13.0 CALL\">$SNAP 20230203 13.0 CALL$ </a></li><li>卖<a target=\"_blank\" href=\"https://laohu8.com/OPT/SNAP%2020230203%2014.5%20CALL\"></a><a target=\"_blank\" href=\"https://laohu8.com/OPT/SNAP 20230203 14.5 CALL\">$SNAP 20230203 14.5 CALL$ </a></li></ul><p><img referrerpolicy=\"no-referrer\" src=\"https://static.tigerbbs.com/82195222895a0fe2e9a2599f871518af\" tg-width=\"-1\" tg-height=\"-1\">乍看起来只是普普通通的看涨价差策略,买入浅度价外call,卖出深度价外call,当SNAP财报后上涨接近或超过13美元但低于14.5美元时即可获得浅度价外call翻倍的利润外加深度价外call 的时间价值。</p><p>即押注SNAP涨幅在18%~32%之间。</p><p>而当SNAP财报后上涨低于13美元时,可利用深度价外call的权利金对冲买入call的博弈成本。</p><p><b>问题在于这对组合的交易总金额。</b></p><p>买入<a target=\"_blank\" href=\"https://laohu8.com/OPT/SNAP 20230203 13.0 CALL\">$SNAP 20230203 13.0 CALL$ </a>总成交金额36万美元,卖出<a target=\"_blank\" href=\"https://laohu8.com/OPT/SNAP 20230203 14.5 CALL\">$SNAP 20230203 14.5 CALL$ </a>获得权利金刚好也是36万美元。也就是说SNAP涨幅低于18%,包括SNAP大跌了,这位交易者只亏一点手续费而已。</p><p>头一次遇到这么精打细算的财报玩家,绷不住了。</p></body></html>","text":"重点说一下AMD和SNAP财报期权异动。 AMD的答案比较简单,一眼就能看出来,三个特征很明显,给分题:$AMD 20230203 68.0 PUT$ 。财报会跌,目标价68美元。 哪三个特征老玩家应该都知道,没看出来的朋友可以思考一下。(提醒一句送分题不是100%正确赌财报风险很大注意仓位) SNAP这边因为组合比较多,所以方向不太明确。但我一眼就看到一对特别逆天的财报组合: 买$SNAP 20230203 13.0 CALL$ 卖$SNAP 20230203 14.5 CALL$ 乍看起来只是普普通通的看涨价差策略,买入浅度价外call,卖出深度价外call,当SNAP财报后上涨接近或超过13美元但低于14.5美元时即可获得浅度价外call翻倍的利润外加深度价外call 的时间价值。 即押注SNAP涨幅在18%~32%之间。 而当SNAP财报后上涨低于13美元时,可利用深度价外call的权利金对冲买入call的博弈成本。 问题在于这对组合的交易总金额。 买入$SNAP 20230203 13.0 CALL$ 总成交金额36万美元,卖出$SNAP 20230203 14.5 CALL$ 获得权利金刚好也是36万美元。也就是说SNAP涨幅低于18%,包括SNAP大跌了,这位交易者只亏一点手续费而已。 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