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Mars10
2022-01-13
对冲期权,技术式投资。
@OptionPlus:如何用期权玩转财报季(5):跨式期权还可以这么做?
Mars10
2022-01-04
在这做总监了?
Mars10
2020-10-22
这么形象吗[开心]
$新东方(EDU)$
$好未来(TAL)$
$跟谁学(GSX)$
Mars10
2020-03-16
$苹果(AAPL)$
还有一小时,我们将见证八天内的第三次熔断
$亚马逊(AMZN)$
$特斯拉(TSLA)$
Mars10
2020-02-04
$TAL 20200320 50.0 CALL(TAL)$
教育培训行业大洗牌,大公司和在线公司都会得到井喷的机遇。
去老虎APP查看更多动态
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期权大概就是单边买call或者买put,发现单边赌财报的赢率不大了之后,有些初学者就会开始做跨式期权,跨式有两种Straddle 和Strangle。 为了区分不同点,Straddle通常被称为马鞍式,指的是买行权价和到期日都相同的call 和 put的组合,行权价通常临近现价(ATM)。这种策略最大优势是不判断方向只赌波动大,也就是需要正股波动足够大使得一边的收益大于两边的成本,风险是正股价格波动不大,无法抵消购买两份期权的成本。 Strangle是异价跨式期权,跟Straddle的区别是,它是买行使价不同,但到期日一样的的call和put的组合,行权价通常是价外(OTM)。在价格突破(不管涨破还是跌破)某一区间时可以获利,也是赌波动率,适用于正股价格波动非常大的股票,典型的是成长股、科技股。 简单画个可视化图 跨式非常普遍被运用于赌财报,因为这是一个无方向性策略,通过股价的波动来取得好的回报,大波动最常见的场景就是财报,比如我看本周财报的<a target=\"_blank\" href=\"https://laohu8.com/S/NFLX\">$(NFLX)$</a>和<a target=\"_blank\" href=\"https://laohu8.com/S/TSM\">$台积电(TSM)$</a> 有大量的跨式大单成交:关于跨式的交易,我见过最多的基本都是财报前买入,然后在财报出来之后卖出。 但我想给大家另一个思路,同样可以取得很好的回报。 就是在财报前一周左右买入跨式,然后在财报前1-2天就卖出。这个方法跟常见的拿到财报出来后再卖不同在于,在财报落地之前就要卖出。 主要是赚取财报发布前几天波动率急剧上升带来的期权收益。通常财报发布前3-7天隐含波动率(IV)会骤升,在这个IV上升之前进入,然后在IV涨到高位值时候就获利","listText":"又一个财报季开始了,期权最常见的用于赌财报。最先接触的期权大概就是单边买call或者买put,发现单边赌财报的赢率不大了之后,有些初学者就会开始做跨式期权,跨式有两种Straddle 和Strangle。 为了区分不同点,Straddle通常被称为马鞍式,指的是买行权价和到期日都相同的call 和 put的组合,行权价通常临近现价(ATM)。这种策略最大优势是不判断方向只赌波动大,也就是需要正股波动足够大使得一边的收益大于两边的成本,风险是正股价格波动不大,无法抵消购买两份期权的成本。 Strangle是异价跨式期权,跟Straddle的区别是,它是买行使价不同,但到期日一样的的call和put的组合,行权价通常是价外(OTM)。在价格突破(不管涨破还是跌破)某一区间时可以获利,也是赌波动率,适用于正股价格波动非常大的股票,典型的是成长股、科技股。 简单画个可视化图 跨式非常普遍被运用于赌财报,因为这是一个无方向性策略,通过股价的波动来取得好的回报,大波动最常见的场景就是财报,比如我看本周财报的<a target=\"_blank\" href=\"https://laohu8.com/S/NFLX\">$(NFLX)$</a>和<a target=\"_blank\" href=\"https://laohu8.com/S/TSM\">$台积电(TSM)$</a> 有大量的跨式大单成交:关于跨式的交易,我见过最多的基本都是财报前买入,然后在财报出来之后卖出。 但我想给大家另一个思路,同样可以取得很好的回报。 就是在财报前一周左右买入跨式,然后在财报前1-2天就卖出。这个方法跟常见的拿到财报出来后再卖不同在于,在财报落地之前就要卖出。 主要是赚取财报发布前几天波动率急剧上升带来的期权收益。通常财报发布前3-7天隐含波动率(IV)会骤升,在这个IV上升之前进入,然后在IV涨到高位值时候就获利","text":"又一个财报季开始了,期权最常见的用于赌财报。最先接触的期权大概就是单边买call或者买put,发现单边赌财报的赢率不大了之后,有些初学者就会开始做跨式期权,跨式有两种Straddle 和Strangle。 为了区分不同点,Straddle通常被称为马鞍式,指的是买行权价和到期日都相同的call 和 put的组合,行权价通常临近现价(ATM)。这种策略最大优势是不判断方向只赌波动大,也就是需要正股波动足够大使得一边的收益大于两边的成本,风险是正股价格波动不大,无法抵消购买两份期权的成本。 Strangle是异价跨式期权,跟Straddle的区别是,它是买行使价不同,但到期日一样的的call和put的组合,行权价通常是价外(OTM)。在价格突破(不管涨破还是跌破)某一区间时可以获利,也是赌波动率,适用于正股价格波动非常大的股票,典型的是成长股、科技股。 简单画个可视化图 跨式非常普遍被运用于赌财报,因为这是一个无方向性策略,通过股价的波动来取得好的回报,大波动最常见的场景就是财报,比如我看本周财报的$(NFLX)$和$台积电(TSM)$ 有大量的跨式大单成交:关于跨式的交易,我见过最多的基本都是财报前买入,然后在财报出来之后卖出。 但我想给大家另一个思路,同样可以取得很好的回报。 就是在财报前一周左右买入跨式,然后在财报前1-2天就卖出。这个方法跟常见的拿到财报出来后再卖不同在于,在财报落地之前就要卖出。 主要是赚取财报发布前几天波动率急剧上升带来的期权收益。通常财报发布前3-7天隐含波动率(IV)会骤升,在这个IV上升之前进入,然后在IV涨到高位值时候就获利","images":[{"img":"https://static.tigerbbs.com/939ba2a7954a1463aaf46a4e660dc643","width":"650","height":"976"},{"img":"https://static.tigerbbs.com/9d2fdaf00750ee964985e92db9ac8572","width":"656","height":"778"},{"img":"https://static.tigerbbs.com/a951a9a5cead9cc55f5a753128a349e4","width":"-1","height":"-1"}],"top":1,"highlighted":2,"essential":2,"paper":2,"likeSize":0,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/694622763","isVote":1,"tweetType":1,"viewCount":0,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":3,"langContent":"CN","totalScore":0},"isVote":1,"tweetType":1,"viewCount":1757,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0},{"id":695073007,"gmtCreate":1641280648013,"gmtModify":1641280648013,"author":{"id":"3535688359475496","authorId":"3535688359475496","name":"Mars10","avatar":"https://static.tigerbbs.com/ae28eed63b9c7b4342fa33874c2ca57c","crmLevel":1,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3535688359475496","authorIdStr":"3535688359475496"},"themes":[],"htmlText":"在这做总监了?","listText":"在这做总监了?","text":"在这做总监了?","images":[{"img":"https://static.tigerbbs.com/69171fd9039d24dd67e411235d1fa13f","width":"1125","height":"1476"}],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":0,"commentSize":1,"repostSize":0,"link":"https://laohu8.com/post/695073007","isVote":1,"tweetType":1,"viewCount":1870,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":1,"langContent":"CN","totalScore":0},{"id":301311400,"gmtCreate":1603365655500,"gmtModify":1703829680546,"author":{"id":"3535688359475496","authorId":"3535688359475496","name":"Mars10","avatar":"https://static.tigerbbs.com/ae28eed63b9c7b4342fa33874c2ca57c","crmLevel":1,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3535688359475496","authorIdStr":"3535688359475496"},"themes":[],"htmlText":"这么形象吗[开心] <a href=\"https://laohu8.com/S/EDU\">$新东方(EDU)$</a><a href=\"https://laohu8.com/S/TAL\">$好未来(TAL)$</a><a href=\"https://laohu8.com/S/GSX\">$跟谁学(GSX)$</a>","listText":"这么形象吗[开心] <a href=\"https://laohu8.com/S/EDU\">$新东方(EDU)$</a><a href=\"https://laohu8.com/S/TAL\">$好未来(TAL)$</a><a href=\"https://laohu8.com/S/GSX\">$跟谁学(GSX)$</a>","text":"这么形象吗[开心] $新东方(EDU)$$好未来(TAL)$$跟谁学(GSX)$","images":[{"img":"https://static.tigerbbs.com/325269d40aa00bbc12976b776d165f50","width":"406","height":"546"}],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":8,"commentSize":1,"repostSize":0,"link":"https://laohu8.com/post/301311400","isVote":1,"tweetType":1,"viewCount":2933,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":1,"langContent":"CN","totalScore":0},{"id":964872711,"gmtCreate":1584361004233,"gmtModify":1704353683023,"author":{"id":"3535688359475496","authorId":"3535688359475496","name":"Mars10","avatar":"https://static.tigerbbs.com/ae28eed63b9c7b4342fa33874c2ca57c","crmLevel":1,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3535688359475496","authorIdStr":"3535688359475496"},"themes":[],"htmlText":"<a href=\"https://laohu8.com/S/AAPL\">$苹果(AAPL)$</a>还有一小时,我们将见证八天内的第三次熔断 <a href=\"https://laohu8.com/S/AMZN\">$亚马逊(AMZN)$</a><a href=\"https://laohu8.com/S/TSLA\">$特斯拉(TSLA)$</a>","listText":"<a href=\"https://laohu8.com/S/AAPL\">$苹果(AAPL)$</a>还有一小时,我们将见证八天内的第三次熔断 <a href=\"https://laohu8.com/S/AMZN\">$亚马逊(AMZN)$</a><a href=\"https://laohu8.com/S/TSLA\">$特斯拉(TSLA)$</a>","text":"$苹果(AAPL)$还有一小时,我们将见证八天内的第三次熔断 $亚马逊(AMZN)$$特斯拉(TSLA)$","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":8,"commentSize":4,"repostSize":0,"link":"https://laohu8.com/post/964872711","isVote":1,"tweetType":1,"viewCount":5483,"authorTweetTopStatus":1,"verified":2,"comments":[{"author":{"id":"3472694112976831","authorId":"3472694112976831","name":"Ansheng安盛","avatar":"https://static.tigerbbs.com/378bdd952a46632edd822f7e9d562405","crmLevel":1,"crmLevelSwitch":0,"idStr":"3472694112976831","authorIdStr":"3472694112976831"},"content":"太狠了,从未见过大熊市,今年也算见过面的人😄","text":"太狠了,从未见过大熊市,今年也算见过面的人😄","html":"太狠了,从未见过大熊市,今年也算见过面的人😄"}],"imageCount":0,"langContent":"CN","totalScore":0},{"id":915648339,"gmtCreate":1580826975921,"gmtModify":1704342471322,"author":{"id":"3535688359475496","authorId":"3535688359475496","name":"Mars10","avatar":"https://static.tigerbbs.com/ae28eed63b9c7b4342fa33874c2ca57c","crmLevel":1,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3535688359475496","authorIdStr":"3535688359475496"},"themes":[],"htmlText":"<a href=\"https://laohu8.com/S/TAL\">$TAL 20200320 50.0 CALL(TAL)$</a> 教育培训行业大洗牌,大公司和在线公司都会得到井喷的机遇。","listText":"<a href=\"https://laohu8.com/S/TAL\">$TAL 20200320 50.0 CALL(TAL)$</a> 教育培训行业大洗牌,大公司和在线公司都会得到井喷的机遇。","text":"$TAL 20200320 50.0 CALL(TAL)$ 教育培训行业大洗牌,大公司和在线公司都会得到井喷的机遇。","images":[{"img":"https://static.tigerbbs.com/116c9b13d7cbf8e387df70142160237f","width":"1080","height":"1827"}],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":3,"commentSize":2,"repostSize":0,"link":"https://laohu8.com/post/915648339","isVote":1,"tweetType":1,"viewCount":3133,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":1,"langContent":"CN","totalScore":0}],"hots":[{"id":964872711,"gmtCreate":1584361004233,"gmtModify":1704353683023,"author":{"id":"3535688359475496","authorId":"3535688359475496","name":"Mars10","avatar":"https://static.tigerbbs.com/ae28eed63b9c7b4342fa33874c2ca57c","crmLevel":1,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3535688359475496","authorIdStr":"3535688359475496"},"themes":[],"htmlText":"<a href=\"https://laohu8.com/S/AAPL\">$苹果(AAPL)$</a>还有一小时,我们将见证八天内的第三次熔断 <a href=\"https://laohu8.com/S/AMZN\">$亚马逊(AMZN)$</a><a href=\"https://laohu8.com/S/TSLA\">$特斯拉(TSLA)$</a>","listText":"<a 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教育培训行业大洗牌,大公司和在线公司都会得到井喷的机遇。","text":"$TAL 20200320 50.0 CALL(TAL)$ 教育培训行业大洗牌,大公司和在线公司都会得到井喷的机遇。","images":[{"img":"https://static.tigerbbs.com/116c9b13d7cbf8e387df70142160237f","width":"1080","height":"1827"}],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":3,"commentSize":2,"repostSize":0,"link":"https://laohu8.com/post/915648339","isVote":1,"tweetType":1,"viewCount":3133,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":1,"langContent":"CN","totalScore":0},{"id":695073007,"gmtCreate":1641280648013,"gmtModify":1641280648013,"author":{"id":"3535688359475496","authorId":"3535688359475496","name":"Mars10","avatar":"https://static.tigerbbs.com/ae28eed63b9c7b4342fa33874c2ca57c","crmLevel":1,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3535688359475496","authorIdStr":"3535688359475496"},"themes":[],"htmlText":"在这做总监了?","listText":"在这做总监了?","text":"在这做总监了?","images":[{"img":"https://static.tigerbbs.com/69171fd9039d24dd67e411235d1fa13f","width":"1125","height":"1476"}],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":0,"commentSize":1,"repostSize":0,"link":"https://laohu8.com/post/695073007","isVote":1,"tweetType":1,"viewCount":1870,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":1,"langContent":"CN","totalScore":0},{"id":694509771,"gmtCreate":1642032187917,"gmtModify":1642032187917,"author":{"id":"3535688359475496","authorId":"3535688359475496","name":"Mars10","avatar":"https://static.tigerbbs.com/ae28eed63b9c7b4342fa33874c2ca57c","crmLevel":1,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3535688359475496","authorIdStr":"3535688359475496"},"themes":[],"htmlText":"对冲期权,技术式投资。","listText":"对冲期权,技术式投资。","text":"对冲期权,技术式投资。","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":0,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/694509771","repostId":"694622763","repostType":1,"repost":{"id":694622763,"gmtCreate":1641963781873,"gmtModify":1641990418252,"author":{"id":"3527667591235607","authorId":"3527667591235607","name":"OptionPlus","avatar":"https://static.tigerbbs.com/e8009c23927adcf8b5e1e1d101178392","crmLevel":1,"crmLevelSwitch":0,"followedFlag":false,"idStr":"3527667591235607","authorIdStr":"3527667591235607"},"themes":[],"title":"如何用期权玩转财报季(5):跨式期权还可以这么做?","htmlText":"又一个财报季开始了,期权最常见的用于赌财报。最先接触的期权大概就是单边买call或者买put,发现单边赌财报的赢率不大了之后,有些初学者就会开始做跨式期权,跨式有两种Straddle 和Strangle。 为了区分不同点,Straddle通常被称为马鞍式,指的是买行权价和到期日都相同的call 和 put的组合,行权价通常临近现价(ATM)。这种策略最大优势是不判断方向只赌波动大,也就是需要正股波动足够大使得一边的收益大于两边的成本,风险是正股价格波动不大,无法抵消购买两份期权的成本。 Strangle是异价跨式期权,跟Straddle的区别是,它是买行使价不同,但到期日一样的的call和put的组合,行权价通常是价外(OTM)。在价格突破(不管涨破还是跌破)某一区间时可以获利,也是赌波动率,适用于正股价格波动非常大的股票,典型的是成长股、科技股。 简单画个可视化图 跨式非常普遍被运用于赌财报,因为这是一个无方向性策略,通过股价的波动来取得好的回报,大波动最常见的场景就是财报,比如我看本周财报的<a target=\"_blank\" href=\"https://laohu8.com/S/NFLX\">$(NFLX)$</a>和<a target=\"_blank\" href=\"https://laohu8.com/S/TSM\">$台积电(TSM)$</a> 有大量的跨式大单成交:关于跨式的交易,我见过最多的基本都是财报前买入,然后在财报出来之后卖出。 但我想给大家另一个思路,同样可以取得很好的回报。 就是在财报前一周左右买入跨式,然后在财报前1-2天就卖出。这个方法跟常见的拿到财报出来后再卖不同在于,在财报落地之前就要卖出。 主要是赚取财报发布前几天波动率急剧上升带来的期权收益。通常财报发布前3-7天隐含波动率(IV)会骤升,在这个IV上升之前进入,然后在IV涨到高位值时候就获利","listText":"又一个财报季开始了,期权最常见的用于赌财报。最先接触的期权大概就是单边买call或者买put,发现单边赌财报的赢率不大了之后,有些初学者就会开始做跨式期权,跨式有两种Straddle 和Strangle。 为了区分不同点,Straddle通常被称为马鞍式,指的是买行权价和到期日都相同的call 和 put的组合,行权价通常临近现价(ATM)。这种策略最大优势是不判断方向只赌波动大,也就是需要正股波动足够大使得一边的收益大于两边的成本,风险是正股价格波动不大,无法抵消购买两份期权的成本。 Strangle是异价跨式期权,跟Straddle的区别是,它是买行使价不同,但到期日一样的的call和put的组合,行权价通常是价外(OTM)。在价格突破(不管涨破还是跌破)某一区间时可以获利,也是赌波动率,适用于正股价格波动非常大的股票,典型的是成长股、科技股。 简单画个可视化图 跨式非常普遍被运用于赌财报,因为这是一个无方向性策略,通过股价的波动来取得好的回报,大波动最常见的场景就是财报,比如我看本周财报的<a target=\"_blank\" href=\"https://laohu8.com/S/NFLX\">$(NFLX)$</a>和<a target=\"_blank\" href=\"https://laohu8.com/S/TSM\">$台积电(TSM)$</a> 有大量的跨式大单成交:关于跨式的交易,我见过最多的基本都是财报前买入,然后在财报出来之后卖出。 但我想给大家另一个思路,同样可以取得很好的回报。 就是在财报前一周左右买入跨式,然后在财报前1-2天就卖出。这个方法跟常见的拿到财报出来后再卖不同在于,在财报落地之前就要卖出。 主要是赚取财报发布前几天波动率急剧上升带来的期权收益。通常财报发布前3-7天隐含波动率(IV)会骤升,在这个IV上升之前进入,然后在IV涨到高位值时候就获利","text":"又一个财报季开始了,期权最常见的用于赌财报。最先接触的期权大概就是单边买call或者买put,发现单边赌财报的赢率不大了之后,有些初学者就会开始做跨式期权,跨式有两种Straddle 和Strangle。 为了区分不同点,Straddle通常被称为马鞍式,指的是买行权价和到期日都相同的call 和 put的组合,行权价通常临近现价(ATM)。这种策略最大优势是不判断方向只赌波动大,也就是需要正股波动足够大使得一边的收益大于两边的成本,风险是正股价格波动不大,无法抵消购买两份期权的成本。 Strangle是异价跨式期权,跟Straddle的区别是,它是买行使价不同,但到期日一样的的call和put的组合,行权价通常是价外(OTM)。在价格突破(不管涨破还是跌破)某一区间时可以获利,也是赌波动率,适用于正股价格波动非常大的股票,典型的是成长股、科技股。 简单画个可视化图 跨式非常普遍被运用于赌财报,因为这是一个无方向性策略,通过股价的波动来取得好的回报,大波动最常见的场景就是财报,比如我看本周财报的$(NFLX)$和$台积电(TSM)$ 有大量的跨式大单成交:关于跨式的交易,我见过最多的基本都是财报前买入,然后在财报出来之后卖出。 但我想给大家另一个思路,同样可以取得很好的回报。 就是在财报前一周左右买入跨式,然后在财报前1-2天就卖出。这个方法跟常见的拿到财报出来后再卖不同在于,在财报落地之前就要卖出。 主要是赚取财报发布前几天波动率急剧上升带来的期权收益。通常财报发布前3-7天隐含波动率(IV)会骤升,在这个IV上升之前进入,然后在IV涨到高位值时候就获利","images":[{"img":"https://static.tigerbbs.com/939ba2a7954a1463aaf46a4e660dc643","width":"650","height":"976"},{"img":"https://static.tigerbbs.com/9d2fdaf00750ee964985e92db9ac8572","width":"656","height":"778"},{"img":"https://static.tigerbbs.com/a951a9a5cead9cc55f5a753128a349e4","width":"-1","height":"-1"}],"top":1,"highlighted":2,"essential":2,"paper":2,"likeSize":0,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/694622763","isVote":1,"tweetType":1,"viewCount":0,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":3,"langContent":"CN","totalScore":0},"isVote":1,"tweetType":1,"viewCount":1757,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0}],"lives":[]}