trendtrading
2023-02-13
这篇文章不错,转发给大家看看
@期权小班长:
一种几乎不花钱看涨特斯拉的期权策略
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20230616 300.0 CALL$ </a></li><li>卖<a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230421%20150.0%20PUT\">$TSLA%2020230421%20150.0%20PUT$ </a><a href=\"https://laohu8.com/OPT/TSLA 20230421 150.0 PUT\">$TSLA 20230421 150.0 PUT$ </a></li></ul><p><img src=\"https://static.tigerbbs.com/88b3a8a9397538062a42ad9016a1153b\" tg-width=\"-1\" tg-height=\"-1\">需要提前说明,老虎里订单类型标注为组合的看涨看跌标签并不准确,更多是需要你根据经验去揣测看涨看跌正确与否。</p><p>从我的经验来看这两个标签大概率没错,也就是交易者卖出行权价为150的put,同时买入了行权价为300的call。成交额都是68.5万:卖put收取68.5万权利金,对冲了买call缴纳的68.5万美元。也就是说特斯拉在4月21日之前没有涨到300,同时没跌到150,交易者这次下注不花一分钱。</p><p>为什么这套组合不是做空跨式呢?如果是做空我会选择到期日更近的期权,而不是put选择4月21,call选择时间更久的6月16。</p><p>如果你看好特斯拉近期上涨,打算小赌一下,不妨试试这套组合。如果你觉得会跌那就没必要了。</p><p>目前没有看到特别激进的做多期权,异动链里比较常见的还有sell 平价put比如:<a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230210%20192.5%20PUT\">$TSLA%2020230210%20192.5%20PUT$ </a><a href=\"https://laohu8.com/OPT/TSLA 20230210 192.5 PUT\">$TSLA 20230210 192.5 PUT$ </a></p><p>以及典型的日历组合:</p><ul><li>卖<a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230210%20210.0%20CALL\"></a><a href=\"https://laohu8.com/OPT/TSLA 20230210 210.0 CALL\">$TSLA 20230210 210.0 CALL$ </a></li><li>买<a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230217%20210.0%20CALL\"></a><a href=\"https://laohu8.com/OPT/TSLA 20230217 210.0 CALL\">$TSLA 20230217 210.0 CALL$ </a></li></ul><p>基本上还是以对抗时间磨损为主的看涨模式。<img src=\"https://static.tigerbbs.com/0d1e65e467c776c43c402816c2ffbdcb\" tg-width=\"-1\" tg-height=\"-1\"></p></body></html>","htmlText":"<html><head></head><body><p>我觉得这个季度机构有点过于节省了,要不我怎么三天两头老能发现这种勤俭持家的策略。</p><p>昨天文章结尾我们展望了本轮上涨中特斯拉理论上可能达到的目标价:300。</p><p>但这个目标价现阶段比较缺乏可操作性:如果之前上车了那么继续持有底仓好,这是最舒服的看涨方法;对于没上车的人来说新开仓心理承受风险贼大。</p><p>下周二公布1月份CPI,美元连涨三天不回调。虽然不清楚今年美元和美股之间的逆向关系是否跟去年一样明确,但普遍意义上美元上涨对风险资产确实有压制作用。</p><p>所以有没有一种方法既能看涨同时降低下注亏损?</p><p>不出所料我在期权异动里找到了解决方案:</p><ul><li>买<a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230616%20300.0%20CALL\">$TSLA%2020230616%20300.0%20CALL$ </a><a href=\"https://laohu8.com/OPT/TSLA 20230616 300.0 CALL\">$TSLA 20230616 300.0 CALL$ </a></li><li>卖<a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230421%20150.0%20PUT\">$TSLA%2020230421%20150.0%20PUT$ </a><a href=\"https://laohu8.com/OPT/TSLA 20230421 150.0 PUT\">$TSLA 20230421 150.0 PUT$ </a></li></ul><p><img src=\"https://static.tigerbbs.com/88b3a8a9397538062a42ad9016a1153b\" tg-width=\"-1\" tg-height=\"-1\">需要提前说明,老虎里订单类型标注为组合的看涨看跌标签并不准确,更多是需要你根据经验去揣测看涨看跌正确与否。</p><p>从我的经验来看这两个标签大概率没错,也就是交易者卖出行权价为150的put,同时买入了行权价为300的call。成交额都是68.5万:卖put收取68.5万权利金,对冲了买call缴纳的68.5万美元。也就是说特斯拉在4月21日之前没有涨到300,同时没跌到150,交易者这次下注不花一分钱。</p><p>为什么这套组合不是做空跨式呢?如果是做空我会选择到期日更近的期权,而不是put选择4月21,call选择时间更久的6月16。</p><p>如果你看好特斯拉近期上涨,打算小赌一下,不妨试试这套组合。如果你觉得会跌那就没必要了。</p><p>目前没有看到特别激进的做多期权,异动链里比较常见的还有sell 平价put比如:<a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230210%20192.5%20PUT\">$TSLA%2020230210%20192.5%20PUT$ </a><a href=\"https://laohu8.com/OPT/TSLA 20230210 192.5 PUT\">$TSLA 20230210 192.5 PUT$ </a></p><p>以及典型的日历组合:</p><ul><li>卖<a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230210%20210.0%20CALL\"></a><a href=\"https://laohu8.com/OPT/TSLA 20230210 210.0 CALL\">$TSLA 20230210 210.0 CALL$ </a></li><li>买<a target=\"_blank\" href=\"https://laohu8.com/OPT/TSLA%2020230217%20210.0%20CALL\"></a><a href=\"https://laohu8.com/OPT/TSLA 20230217 210.0 CALL\">$TSLA 20230217 210.0 CALL$ </a></li></ul><p>基本上还是以对抗时间磨损为主的看涨模式。<img src=\"https://static.tigerbbs.com/0d1e65e467c776c43c402816c2ffbdcb\" tg-width=\"-1\" tg-height=\"-1\"></p></body></html>","text":"我觉得这个季度机构有点过于节省了,要不我怎么三天两头老能发现这种勤俭持家的策略。 昨天文章结尾我们展望了本轮上涨中特斯拉理论上可能达到的目标价:300。 但这个目标价现阶段比较缺乏可操作性:如果之前上车了那么继续持有底仓好,这是最舒服的看涨方法;对于没上车的人来说新开仓心理承受风险贼大。 下周二公布1月份CPI,美元连涨三天不回调。虽然不清楚今年美元和美股之间的逆向关系是否跟去年一样明确,但普遍意义上美元上涨对风险资产确实有压制作用。 所以有没有一种方法既能看涨同时降低下注亏损? 不出所料我在期权异动里找到了解决方案: 买$TSLA%2020230616%20300.0%20CALL$ $TSLA 20230616 300.0 CALL$ 卖$TSLA%2020230421%20150.0%20PUT$ $TSLA 20230421 150.0 PUT$ 需要提前说明,老虎里订单类型标注为组合的看涨看跌标签并不准确,更多是需要你根据经验去揣测看涨看跌正确与否。 从我的经验来看这两个标签大概率没错,也就是交易者卖出行权价为150的put,同时买入了行权价为300的call。成交额都是68.5万:卖put收取68.5万权利金,对冲了买call缴纳的68.5万美元。也就是说特斯拉在4月21日之前没有涨到300,同时没跌到150,交易者这次下注不花一分钱。 为什么这套组合不是做空跨式呢?如果是做空我会选择到期日更近的期权,而不是put选择4月21,call选择时间更久的6月16。 如果你看好特斯拉近期上涨,打算小赌一下,不妨试试这套组合。如果你觉得会跌那就没必要了。 目前没有看到特别激进的做多期权,异动链里比较常见的还有sell 平价put比如:$TSLA%2020230210%20192.5%20PUT$ $TSLA 20230210 192.5 PUT$ 以及典型的日历组合: 卖$TSLA 20230210 210.0 CALL$ 买$TSLA 20230217 210.0 CALL$ 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