末日期权的优点与缺点

2017-07-13

$京东(JD)$$阿里巴巴(BABA)$ $网易(NTES)$ $特斯拉(TSLA)$ $苹果(AAPL)$
各位期权爱好者们，我又来唠叨了！这次的话题是热门的“末日期权”，有人说末日期权风险大，也有人觉得末日期权赚钱，那么我们来看看和期权有关的参数吧（如附图），末日期权theta也就是时间流逝的快一旦涨幅不大很容易亏钱，但是gamma却异常的高，正股稍微波动一点点delta值立刻往上飙也即是带动权利金起飞，而远期期权则刚好相反，即使股价波动不大也不会损失太多时间价值费用，但是附加的gamma太低了，权利金涨的太慢了…果然是鱼和熊掌不能兼得啊！各位，你们喜欢哪种期权？（末日or远期？）😉

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

九格
2017-07-14
九格
干嘛一定要在极端的两个里选？就不能因地制宜选个更适中的？
- 0o零o0回复通州soros:
  是隐藏波动率的意思
- 通州soros回复0o零o0:
  请教IV(imp vol)是代表什么？
- 0o零o0回复九格:
  恩，期权实在是太有意思了😉
- 九格回复0o零o0:
  嗯，很有趣，而且策略define risk，你心里有数你最大会亏多少，就不至于随便被正股震荡甩下去——我在说特斯拉
- 0o零o0:
  原本期权考的就是对正股趋势分析、波动幅度分析、权利金价格分析（包括IV、delta、gamma、theta等），最后汇总然后制定合适的策略计划…感觉就像下棋一般，我是完全迷上了期权这种东西🤗
笛琴
2017-07-14
笛琴
这个图在哪里可以看到？
- 笛琴:
  哦，谢谢
- 0o零o0:
  tws里有😋
五月的青涩苹
2017-07-13
五月的青涩苹
收益和风险并存，赌博和投资并存。巴菲特毛票发家，潜力毛票跳空高开涨幅来个50%时常会有。相比末日期权碰运气赌博，研究毛票潜力更像投资。
- 简单就好没错:
  巴菲特真的是毛票发家的吗？
- 淡定哥哥:
  玩毛票能赔的不要不要的
Mikevin
2017-07-13
Mikevin
末日期权是赌博，在上面栽跟头后，就再也不敢碰了…
Fany
2017-07-14
Fany
能赚钱就是好期权。
AAPL不是APPL
2021-02-07
AAPL不是APPL
学习学习

发表看法

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