+关注
山河大地_
数学硕士,AI工程师,sell call玩家
IP属地:北京
15
关注
3
粉丝
0
主题
0
勋章
主贴
热门
山河大地_
08-06
今日sell call财报收益 按我专栏中的策略,今日收益973刀。
山河大地_
08-02
按我专栏中的sell call财报策略, 今日收益1100刀。
山河大地_
07-31
今日适合sell call财报的股票
$RBLX 20240802 50.0 CALL$
iv160,非常可观 建议留出同等大小的流动性保证不会击穿 ========== 昨天推荐的股票今日顺利盈利平仓 每手盈利30左右
山河大地_
07-31
低风险年化50%+的预筛选sell call策略:财报前后赚iv差
财报前后期权的隐含波动率iv大幅降低,期权价格也会跟着下降,适合财报前做期权卖方。但裸卖call风险如下, 1. 上方风险不收口,涨超行权价后按100倍损失。 2. 股价上涨耗尽剩余流动性,券商强制平仓。 针对这两点风险,本文通过加入股票的筛选机制和提高行权价来降低1的风险,兼顾收益。通过留出安全仓位克服2。 策略是: 选取经筛选的股票,在财报前的最后交易日sell call,行权价选取当前股价上方20%,时间为当周到期。第二天开财报后,低价平仓该期权。 股票的筛选标准: 1. 财报前iv越大越好,以往操作的在150左右,按下限100筛选,这样能留出足够的安全盈利空间。兼顾低风险和收益的核心在于此。 2. 股价大于20,原因是不希望财报后股价暴涨过于剧烈。 3. 不做meme股,毛票股和大热门股,也是为了避开剧烈上涨。 4. 财报当周的周五,有期权时间档位。有些股票只有月期权,财报后剩余时间超过一周,期权价格会有一些时间残值,利润会打折扣。 策略的优点: 1. 容错度高,留出了财报后暴涨20%的空间。除了meme股、毛票股和大热门股外,较为罕见。 2. 不需盯盘。深度虚值call对价格变化不敏感,delta基本小于0.2。由于第二天平仓,第一天的价格变化不影响操作。第一天sell后可无需再占精力看管。 3. 回报周期1-2个交易日。 4. 收益/保证金 * 52周= 年化收益 平均50%+。收益和保证金数值参考我的战绩及券商给出参考值。 我的实盘案例 案例一:财报下跌 7.24财报跌了7%,期权直接归0,单笔10000左右保证金1.8卖出0.05买入,扣除手续费赚170左右,这是最有利的情况。 案例二:财报上涨,但离20%较远 6.4号财报涨11%,由于涨后349距离行权价385较多,期权价格迅速下降,单笔10000左右保证金1.01卖出0.02买入,扣除手续
低风险年化50%+的预筛选sell call策略:财报前后赚iv差
山河大地_
07-30
今日适合财报前后赚iv差的标的 iv 150左右,行权价上方20%,卖出call
$PINS 20240802 45.0 CALL$
已开仓
山河大地_
04-22
这篇文章不错,转发给大家看看
@財報話你知:⏰本周特斯拉,Meta,微软,谷歌巨头财报重磅来袭!你最期待边家?
去老虎APP查看更多动态
{"i18n":{"language":"zh_CN"},"userPageInfo":{"id":4160806813861802,"uuid":"4160806813861802","gmtCreate":1697703692470,"gmtModify":1722352098110,"name":"山河大地_","pinyin":"shddshanhedadi","introduction":"","introductionEn":"","signature":"数学硕士,AI工程师,sell call玩家","avatar":"https://static.tigerbbs.com/2daff18181c9209019a33298e86c3c12","hat":null,"hatId":null,"hatName":null,"vip":1,"status":2,"fanSize":3,"headSize":15,"tweetSize":6,"questionSize":0,"limitLevel":999,"accountStatus":1,"level":{"id":0,"name":"","nameTw":"","represent":"","factor":"","iconColor":"","bgColor":""},"themeCounts":0,"badgeCounts":0,"badges":[],"moderator":false,"superModerator":false,"manageSymbols":null,"badgeLevel":null,"boolIsFan":false,"boolIsHead":false,"favoriteSize":0,"symbols":null,"coverImage":null,"realNameVerified":null,"userBadges":[{"badgeId":"a97bce155cb14045be40c3fe246e8d20-1","templateUuid":"a97bce155cb14045be40c3fe246e8d20","name":"新晋创作者","description":"首次获得精华帖的创作者","bigImgUrl":"https://static.tigerbbs.com/4ce9180a952c61a51c39f70d533b81a7","smallImgUrl":"https://static.tigerbbs.com/f98cf16cf4b858114f7ab9a779f9e6f1","grayImgUrl":null,"redirectLinkEnabled":0,"redirectLink":null,"hasAllocated":1,"isWearing":0,"stamp":null,"stampPosition":0,"hasStamp":0,"allocationCount":1,"allocatedDate":"2024.08.05","exceedPercentage":null,"individualDisplayEnabled":0,"backgroundColor":null,"fontColor":null,"individualDisplaySort":0,"categoryType":2005},{"badgeId":"35ec162348d5460f88c959321e554969-3","templateUuid":"35ec162348d5460f88c959321e554969","name":"传说交易员","description":"证券或期货账户累计交易次数达到300次","bigImgUrl":"https://static.tigerbbs.com/656db16598a0b8f21429e10d6c1cb033","smallImgUrl":"https://static.tigerbbs.com/03f10910d4dd9234f9b5702a3342193a","grayImgUrl":"https://static.tigerbbs.com/0c767e35268feb729d50d3fa9a386c5a","redirectLinkEnabled":0,"redirectLink":null,"hasAllocated":1,"isWearing":1,"stamp":null,"stampPosition":0,"hasStamp":0,"allocationCount":1,"allocatedDate":"2024.04.23","exceedPercentage":"93.10%","individualDisplayEnabled":0,"backgroundColor":null,"fontColor":null,"individualDisplaySort":0,"categoryType":1100},{"badgeId":"228c86a078844d74991fff2b7ab2428d-2","templateUuid":"228c86a078844d74991fff2b7ab2428d","name":"投资总监虎","description":"证券账户累计交易金额达到30万美元","bigImgUrl":"https://static.tigerbbs.com/9d20b23f1b6335407f882bc5c2ad12c0","smallImgUrl":"https://static.tigerbbs.com/ada3b4533518ace8404a3f6dd192bd29","grayImgUrl":"https://static.tigerbbs.com/177f283ba21d1c077054dac07f88f3bd","redirectLinkEnabled":0,"redirectLink":null,"hasAllocated":1,"isWearing":0,"stamp":null,"stampPosition":0,"hasStamp":0,"allocationCount":1,"allocatedDate":"2024.02.17","exceedPercentage":"80.65%","individualDisplayEnabled":0,"backgroundColor":null,"fontColor":null,"individualDisplaySort":0,"categoryType":1101},{"badgeId":"976c19eed35f4cd78f17501c2e99ef37-1","templateUuid":"976c19eed35f4cd78f17501c2e99ef37","name":"博闻投资者","description":"累计交易超过10只正股","bigImgUrl":"https://static.tigerbbs.com/e74cc24115c4fbae6154ec1b1041bf47","smallImgUrl":"https://static.tigerbbs.com/d48265cbfd97c57f9048db29f22227b0","grayImgUrl":"https://static.tigerbbs.com/76c6d6898b073c77e1c537ebe9ac1c57","redirectLinkEnabled":0,"redirectLink":null,"hasAllocated":1,"isWearing":0,"stamp":null,"stampPosition":0,"hasStamp":0,"allocationCount":1,"allocatedDate":"2023.11.25","exceedPercentage":null,"individualDisplayEnabled":0,"backgroundColor":null,"fontColor":null,"individualDisplaySort":0,"categoryType":1102},{"badgeId":"518b5610c3e8410da5cfad115e4b0f5a-1","templateUuid":"518b5610c3e8410da5cfad115e4b0f5a","name":"实盘交易者","description":"完成一笔实盘交易","bigImgUrl":"https://static.tigerbbs.com/2e08a1cc2087a1de93402c2c290fa65b","smallImgUrl":"https://static.tigerbbs.com/4504a6397ce1137932d56e5f4ce27166","grayImgUrl":"https://static.tigerbbs.com/4b22c79415b4cd6e3d8ebc4a0fa32604","redirectLinkEnabled":0,"redirectLink":null,"hasAllocated":1,"isWearing":0,"stamp":null,"stampPosition":0,"hasStamp":0,"allocationCount":1,"allocatedDate":"2023.11.14","exceedPercentage":null,"individualDisplayEnabled":0,"backgroundColor":null,"fontColor":null,"individualDisplaySort":0,"categoryType":1100}],"userBadgeCount":5,"currentWearingBadge":{"badgeId":"35ec162348d5460f88c959321e554969-3","templateUuid":"35ec162348d5460f88c959321e554969","name":"传说交易员","description":"证券或期货账户累计交易次数达到300次","bigImgUrl":"https://static.tigerbbs.com/656db16598a0b8f21429e10d6c1cb033","smallImgUrl":"https://static.tigerbbs.com/03f10910d4dd9234f9b5702a3342193a","grayImgUrl":"https://static.tigerbbs.com/0c767e35268feb729d50d3fa9a386c5a","redirectLinkEnabled":0,"redirectLink":null,"hasAllocated":1,"isWearing":1,"stamp":null,"stampPosition":0,"hasStamp":0,"allocationCount":1,"allocatedDate":"2024.04.23","exceedPercentage":"93.96%","individualDisplayEnabled":0,"backgroundColor":null,"fontColor":null,"individualDisplaySort":0,"categoryType":1100},"individualDisplayBadges":null,"crmLevel":5,"crmLevelSwitch":0,"location":"北京","starInvestorFollowerNum":0,"starInvestorFlag":false,"starInvestorOrderShareNum":0,"subscribeStarInvestorNum":9,"ror":null,"winRationPercentage":null,"showRor":false,"investmentPhilosophy":null,"starInvestorSubscribeFlag":false},"baikeInfo":{},"tab":"post","tweets":[{"id":335549527118064,"gmtCreate":1722957580483,"gmtModify":1722957585384,"author":{"id":"4160806813861802","authorId":"4160806813861802","authorIdStr":"4160806813861802","name":"山河大地_","avatar":"https://static.tigerbbs.com/2daff18181c9209019a33298e86c3c12","crmLevel":5,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"htmlText":"今日sell call财报收益 按我专栏中的策略,今日收益973刀。","listText":"今日sell call财报收益 按我专栏中的策略,今日收益973刀。","text":"今日sell call财报收益 按我专栏中的策略,今日收益973刀。","images":[{"img":"https://static.tigerbbs.com/7dddb84077154c766ad7711c520a4f92","width":"1080","height":"536"}],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":1,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/335549527118064","isVote":1,"tweetType":1,"viewCount":280,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":1,"langContent":"CN","totalScore":0},{"id":334123576393832,"gmtCreate":1722606080523,"gmtModify":1722608411933,"author":{"id":"4160806813861802","authorId":"4160806813861802","authorIdStr":"4160806813861802","name":"山河大地_","avatar":"https://static.tigerbbs.com/2daff18181c9209019a33298e86c3c12","crmLevel":5,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"htmlText":"按我专栏中的sell call财报策略, 今日收益1100刀。","listText":"按我专栏中的sell call财报策略, 今日收益1100刀。","text":"按我专栏中的sell call财报策略, 今日收益1100刀。","images":[{"img":"https://static.tigerbbs.com/6ee824969f299f24838183641a25ffd6","width":"915","height":"574"}],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":1,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/334123576393832","isVote":1,"tweetType":1,"viewCount":356,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":1,"langContent":"CN","totalScore":0},{"id":333452060676224,"gmtCreate":1722436628439,"gmtModify":1722437970203,"author":{"id":"4160806813861802","authorId":"4160806813861802","authorIdStr":"4160806813861802","name":"山河大地_","avatar":"https://static.tigerbbs.com/2daff18181c9209019a33298e86c3c12","crmLevel":5,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"htmlText":"今日适合sell call财报的股票 <a href=\"https://laohu8.com/OPT/RBLX 20240802 50.0 CALL\">$RBLX 20240802 50.0 CALL$ </a> iv160,非常可观 建议留出同等大小的流动性保证不会击穿 ========== 昨天推荐的股票今日顺利盈利平仓 每手盈利30左右","listText":"今日适合sell call财报的股票 <a href=\"https://laohu8.com/OPT/RBLX 20240802 50.0 CALL\">$RBLX 20240802 50.0 CALL$ </a> iv160,非常可观 建议留出同等大小的流动性保证不会击穿 ========== 昨天推荐的股票今日顺利盈利平仓 每手盈利30左右","text":"今日适合sell call财报的股票 $RBLX 20240802 50.0 CALL$ iv160,非常可观 建议留出同等大小的流动性保证不会击穿 ========== 昨天推荐的股票今日顺利盈利平仓 每手盈利30左右","images":[{"img":"https://static.tigerbbs.com/4d6db1f0f8bc681b9a27e2b43de1e7b5","width":"1080","height":"517"}],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":1,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/333452060676224","isVote":1,"tweetType":1,"viewCount":194,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":1,"langContent":"CN","totalScore":0},{"id":333372590895192,"gmtCreate":1722415542666,"gmtModify":1722588106148,"author":{"id":"4160806813861802","authorId":"4160806813861802","authorIdStr":"4160806813861802","name":"山河大地_","avatar":"https://static.tigerbbs.com/2daff18181c9209019a33298e86c3c12","crmLevel":5,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"title":"低风险年化50%+的预筛选sell call策略:财报前后赚iv差","htmlText":"财报前后期权的隐含波动率iv大幅降低,期权价格也会跟着下降,适合财报前做期权卖方。但裸卖call风险如下, 1. 上方风险不收口,涨超行权价后按100倍损失。 2. 股价上涨耗尽剩余流动性,券商强制平仓。 针对这两点风险,本文通过加入股票的筛选机制和提高行权价来降低1的风险,兼顾收益。通过留出安全仓位克服2。 策略是: 选取经筛选的股票,在财报前的最后交易日sell call,行权价选取当前股价上方20%,时间为当周到期。第二天开财报后,低价平仓该期权。 股票的筛选标准: 1. 财报前iv越大越好,以往操作的在150左右,按下限100筛选,这样能留出足够的安全盈利空间。兼顾低风险和收益的核心在于此。 2. 股价大于20,原因是不希望财报后股价暴涨过于剧烈。 3. 不做meme股,毛票股和大热门股,也是为了避开剧烈上涨。 4. 财报当周的周五,有期权时间档位。有些股票只有月期权,财报后剩余时间超过一周,期权价格会有一些时间残值,利润会打折扣。 策略的优点: 1. 容错度高,留出了财报后暴涨20%的空间。除了meme股、毛票股和大热门股外,较为罕见。 2. 不需盯盘。深度虚值call对价格变化不敏感,delta基本小于0.2。由于第二天平仓,第一天的价格变化不影响操作。第一天sell后可无需再占精力看管。 3. 回报周期1-2个交易日。 4. 收益/保证金 * 52周= 年化收益 平均50%+。收益和保证金数值参考我的战绩及券商给出参考值。 我的实盘案例 案例一:财报下跌 7.24财报跌了7%,期权直接归0,单笔10000左右保证金1.8卖出0.05买入,扣除手续费赚170左右,这是最有利的情况。 案例二:财报上涨,但离20%较远 6.4号财报涨11%,由于涨后349距离行权价385较多,期权价格迅速下降,单笔10000左右保证金1.01卖出0.02买入,扣除手续","listText":"财报前后期权的隐含波动率iv大幅降低,期权价格也会跟着下降,适合财报前做期权卖方。但裸卖call风险如下, 1. 上方风险不收口,涨超行权价后按100倍损失。 2. 股价上涨耗尽剩余流动性,券商强制平仓。 针对这两点风险,本文通过加入股票的筛选机制和提高行权价来降低1的风险,兼顾收益。通过留出安全仓位克服2。 策略是: 选取经筛选的股票,在财报前的最后交易日sell call,行权价选取当前股价上方20%,时间为当周到期。第二天开财报后,低价平仓该期权。 股票的筛选标准: 1. 财报前iv越大越好,以往操作的在150左右,按下限100筛选,这样能留出足够的安全盈利空间。兼顾低风险和收益的核心在于此。 2. 股价大于20,原因是不希望财报后股价暴涨过于剧烈。 3. 不做meme股,毛票股和大热门股,也是为了避开剧烈上涨。 4. 财报当周的周五,有期权时间档位。有些股票只有月期权,财报后剩余时间超过一周,期权价格会有一些时间残值,利润会打折扣。 策略的优点: 1. 容错度高,留出了财报后暴涨20%的空间。除了meme股、毛票股和大热门股外,较为罕见。 2. 不需盯盘。深度虚值call对价格变化不敏感,delta基本小于0.2。由于第二天平仓,第一天的价格变化不影响操作。第一天sell后可无需再占精力看管。 3. 回报周期1-2个交易日。 4. 收益/保证金 * 52周= 年化收益 平均50%+。收益和保证金数值参考我的战绩及券商给出参考值。 我的实盘案例 案例一:财报下跌 7.24财报跌了7%,期权直接归0,单笔10000左右保证金1.8卖出0.05买入,扣除手续费赚170左右,这是最有利的情况。 案例二:财报上涨,但离20%较远 6.4号财报涨11%,由于涨后349距离行权价385较多,期权价格迅速下降,单笔10000左右保证金1.01卖出0.02买入,扣除手续","text":"财报前后期权的隐含波动率iv大幅降低,期权价格也会跟着下降,适合财报前做期权卖方。但裸卖call风险如下, 1. 上方风险不收口,涨超行权价后按100倍损失。 2. 股价上涨耗尽剩余流动性,券商强制平仓。 针对这两点风险,本文通过加入股票的筛选机制和提高行权价来降低1的风险,兼顾收益。通过留出安全仓位克服2。 策略是: 选取经筛选的股票,在财报前的最后交易日sell call,行权价选取当前股价上方20%,时间为当周到期。第二天开财报后,低价平仓该期权。 股票的筛选标准: 1. 财报前iv越大越好,以往操作的在150左右,按下限100筛选,这样能留出足够的安全盈利空间。兼顾低风险和收益的核心在于此。 2. 股价大于20,原因是不希望财报后股价暴涨过于剧烈。 3. 不做meme股,毛票股和大热门股,也是为了避开剧烈上涨。 4. 财报当周的周五,有期权时间档位。有些股票只有月期权,财报后剩余时间超过一周,期权价格会有一些时间残值,利润会打折扣。 策略的优点: 1. 容错度高,留出了财报后暴涨20%的空间。除了meme股、毛票股和大热门股外,较为罕见。 2. 不需盯盘。深度虚值call对价格变化不敏感,delta基本小于0.2。由于第二天平仓,第一天的价格变化不影响操作。第一天sell后可无需再占精力看管。 3. 回报周期1-2个交易日。 4. 收益/保证金 * 52周= 年化收益 平均50%+。收益和保证金数值参考我的战绩及券商给出参考值。 我的实盘案例 案例一:财报下跌 7.24财报跌了7%,期权直接归0,单笔10000左右保证金1.8卖出0.05买入,扣除手续费赚170左右,这是最有利的情况。 案例二:财报上涨,但离20%较远 6.4号财报涨11%,由于涨后349距离行权价385较多,期权价格迅速下降,单笔10000左右保证金1.01卖出0.02买入,扣除手续","images":[{"img":"https://static.tigerbbs.com/27c240edd8f6de574f3af4e225bcd038","width":"1080","height":"1072"},{"img":"https://static.tigerbbs.com/11ace2c2d8bad550bf32cb02605059bd","width":"1071","height":"1582"},{"img":"https://static.tigerbbs.com/4a57d289dfb40037927ab44becbff591","width":"1067","height":"1630"}],"top":1,"highlighted":1,"essential":2,"paper":2,"likeSize":3,"commentSize":7,"repostSize":0,"link":"https://laohu8.com/post/333372590895192","isVote":1,"tweetType":1,"viewCount":7197,"authorTweetTopStatus":1,"verified":2,"comments":[{"author":{"id":"131471376974217","authorId":"131471376974217","authorIdStr":"131471376974217","name":"CC丶","avatar":"https://static.tigerbbs.com/07dd0d22cbcbda5dea44e066f0277695","crmLevel":7,"crmLevelSwitch":1},"content":"你说的这个策略我也会做,只是不会作为主力,1.确定性越高的股票卖出年化收益越低,反之亦然,不能拿高iv的票举例 2.财报季就那一两周,不是任何时间都能做","text":"你说的这个策略我也会做,只是不会作为主力,1.确定性越高的股票卖出年化收益越低,反之亦然,不能拿高iv的票举例 2.财报季就那一两周,不是任何时间都能做","html":"你说的这个策略我也会做,只是不会作为主力,1.确定性越高的股票卖出年化收益越低,反之亦然,不能拿高iv的票举例 2.财报季就那一两周,不是任何时间都能做"}],"imageCount":4,"langContent":"CN","totalScore":0},{"id":333112460611720,"gmtCreate":1722351928279,"gmtModify":1722352086171,"author":{"id":"4160806813861802","authorId":"4160806813861802","authorIdStr":"4160806813861802","name":"山河大地_","avatar":"https://static.tigerbbs.com/2daff18181c9209019a33298e86c3c12","crmLevel":5,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"htmlText":"今日适合财报前后赚iv差的标的 iv 150左右,行权价上方20%,卖出call <a href=\"https://laohu8.com/OPT/PINS 20240802 45.0 CALL\">$PINS 20240802 45.0 CALL$ </a> 已开仓","listText":"今日适合财报前后赚iv差的标的 iv 150左右,行权价上方20%,卖出call <a href=\"https://laohu8.com/OPT/PINS 20240802 45.0 CALL\">$PINS 20240802 45.0 CALL$ </a> 已开仓","text":"今日适合财报前后赚iv差的标的 iv 150左右,行权价上方20%,卖出call $PINS 20240802 45.0 CALL$ 已开仓","images":[{"img":"https://static.tigerbbs.com/90db461658ea44ab8c6ba476eb691568","width":"1080","height":"146"}],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":1,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/333112460611720","isVote":1,"tweetType":1,"viewCount":573,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":1,"langContent":"CN","totalScore":0},{"id":298063775629408,"gmtCreate":1713798283273,"gmtModify":1713798668332,"author":{"id":"4160806813861802","authorId":"4160806813861802","authorIdStr":"4160806813861802","name":"山河大地_","avatar":"https://static.tigerbbs.com/2daff18181c9209019a33298e86c3c12","crmLevel":5,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"htmlText":"这篇文章不错,转发给大家看看","listText":"这篇文章不错,转发给大家看看","text":"这篇文章不错,转发给大家看看","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":0,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/298063775629408","repostId":"297940829655104","repostType":1,"repost":{"id":297940829655104,"gmtCreate":1713760221689,"gmtModify":1713760246383,"author":{"id":"4136423143289492","authorId":"4136423143289492","authorIdStr":"4136423143289492","name":"財報話你知","avatar":"https://static.tigerbbs.com/96f437ff7e7f78c1e24bf0faa8c074dd","crmLevel":1,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"title":"⏰本周特斯拉,Meta,微软,谷歌巨头财报重磅来袭!你最期待边家?","htmlText":"小虎们,本周老虎财报季继续![Cool]本周是美股业绩期重头戏,有多家美股巨头将重磅公布财报!包括 <a href=\"https://ttm.financial/S/TSLA\">$特斯拉(TSLA)$</a> , <a href=\"https://ttm.financial/S/META\">$Meta Platforms(META)$</a> , <a href=\"https://ttm.financial/S/MSFT\">$微软(MSFT)$</a> , <a href=\"https://ttm.financial/S/GOOG\">$谷歌(GOOG)$</a> 等![666]不知道小虎们最心水哪家的业绩,又最期待哪家的业绩公布呢?[YoYo]周一美股盘前, <a href=\"https://ttm.financial/S/VZ\">$威瑞森(VZ)$</a> 将公布财报!周一美股盘后, <a href=\"https://ttm.financial/S/SAP\">$SAP SE(SAP)$</a> 将公布财报!周二美股盘前, <a href=\"https://ttm.financial/S/NVS\">$诺华(NVS)$</a> , <a href=\"https://ttm.financial/S/NVS\">$诺华(NVS)$</a> , <a href=\"https://ttm.financial/S/GM\">$通用汽车(GM)$</a> , <a href=\"https://ttm.financial/S/PEP\">$百事可乐(PEP)$</a> , <a href=\"https://ttm.financial/S/LMT\">$洛克希德马丁(LMT)$</a> 将公布财报!周二美股盘后,万众瞩目的全球电动车巨头","listText":"小虎们,本周老虎财报季继续![Cool]本周是美股业绩期重头戏,有多家美股巨头将重磅公布财报!包括 <a href=\"https://ttm.financial/S/TSLA\">$特斯拉(TSLA)$</a> , <a href=\"https://ttm.financial/S/META\">$Meta Platforms(META)$</a> , <a href=\"https://ttm.financial/S/MSFT\">$微软(MSFT)$</a> , <a href=\"https://ttm.financial/S/GOOG\">$谷歌(GOOG)$</a> 等![666]不知道小虎们最心水哪家的业绩,又最期待哪家的业绩公布呢?[YoYo]周一美股盘前, <a href=\"https://ttm.financial/S/VZ\">$威瑞森(VZ)$</a> 将公布财报!周一美股盘后, <a href=\"https://ttm.financial/S/SAP\">$SAP SE(SAP)$</a> 将公布财报!周二美股盘前, <a href=\"https://ttm.financial/S/NVS\">$诺华(NVS)$</a> , <a href=\"https://ttm.financial/S/NVS\">$诺华(NVS)$</a> , <a href=\"https://ttm.financial/S/GM\">$通用汽车(GM)$</a> , <a href=\"https://ttm.financial/S/PEP\">$百事可乐(PEP)$</a> , <a href=\"https://ttm.financial/S/LMT\">$洛克希德马丁(LMT)$</a> 将公布财报!周二美股盘后,万众瞩目的全球电动车巨头","text":"小虎们,本周老虎财报季继续![Cool]本周是美股业绩期重头戏,有多家美股巨头将重磅公布财报!包括 $特斯拉(TSLA)$ , $Meta Platforms(META)$ , $微软(MSFT)$ , $谷歌(GOOG)$ 等![666]不知道小虎们最心水哪家的业绩,又最期待哪家的业绩公布呢?[YoYo]周一美股盘前, $威瑞森(VZ)$ 将公布财报!周一美股盘后, $SAP SE(SAP)$ 将公布财报!周二美股盘前, $诺华(NVS)$ , $诺华(NVS)$ , $通用汽车(GM)$ , $百事可乐(PEP)$ , $洛克希德马丁(LMT)$ 将公布财报!周二美股盘后,万众瞩目的全球电动车巨头","images":[{"img":"https://community-static.tradeup.com/news/cfa81dd0388fd437c3b07db602e74ab0","width":"1080","height":"1080"}],"top":1,"highlighted":1,"essential":1,"paper":2,"likeSize":0,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/297940829655104","isVote":1,"tweetType":1,"viewCount":0,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":1,"langContent":"CN","totalScore":0},"isVote":1,"tweetType":1,"viewCount":268,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0}],"hots":[{"id":333372590895192,"gmtCreate":1722415542666,"gmtModify":1722588106148,"author":{"id":"4160806813861802","authorId":"4160806813861802","authorIdStr":"4160806813861802","name":"山河大地_","avatar":"https://static.tigerbbs.com/2daff18181c9209019a33298e86c3c12","crmLevel":5,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"title":"低风险年化50%+的预筛选sell call策略:财报前后赚iv差","htmlText":"财报前后期权的隐含波动率iv大幅降低,期权价格也会跟着下降,适合财报前做期权卖方。但裸卖call风险如下, 1. 上方风险不收口,涨超行权价后按100倍损失。 2. 股价上涨耗尽剩余流动性,券商强制平仓。 针对这两点风险,本文通过加入股票的筛选机制和提高行权价来降低1的风险,兼顾收益。通过留出安全仓位克服2。 策略是: 选取经筛选的股票,在财报前的最后交易日sell call,行权价选取当前股价上方20%,时间为当周到期。第二天开财报后,低价平仓该期权。 股票的筛选标准: 1. 财报前iv越大越好,以往操作的在150左右,按下限100筛选,这样能留出足够的安全盈利空间。兼顾低风险和收益的核心在于此。 2. 股价大于20,原因是不希望财报后股价暴涨过于剧烈。 3. 不做meme股,毛票股和大热门股,也是为了避开剧烈上涨。 4. 财报当周的周五,有期权时间档位。有些股票只有月期权,财报后剩余时间超过一周,期权价格会有一些时间残值,利润会打折扣。 策略的优点: 1. 容错度高,留出了财报后暴涨20%的空间。除了meme股、毛票股和大热门股外,较为罕见。 2. 不需盯盘。深度虚值call对价格变化不敏感,delta基本小于0.2。由于第二天平仓,第一天的价格变化不影响操作。第一天sell后可无需再占精力看管。 3. 回报周期1-2个交易日。 4. 收益/保证金 * 52周= 年化收益 平均50%+。收益和保证金数值参考我的战绩及券商给出参考值。 我的实盘案例 案例一:财报下跌 7.24财报跌了7%,期权直接归0,单笔10000左右保证金1.8卖出0.05买入,扣除手续费赚170左右,这是最有利的情况。 案例二:财报上涨,但离20%较远 6.4号财报涨11%,由于涨后349距离行权价385较多,期权价格迅速下降,单笔10000左右保证金1.01卖出0.02买入,扣除手续","listText":"财报前后期权的隐含波动率iv大幅降低,期权价格也会跟着下降,适合财报前做期权卖方。但裸卖call风险如下, 1. 上方风险不收口,涨超行权价后按100倍损失。 2. 股价上涨耗尽剩余流动性,券商强制平仓。 针对这两点风险,本文通过加入股票的筛选机制和提高行权价来降低1的风险,兼顾收益。通过留出安全仓位克服2。 策略是: 选取经筛选的股票,在财报前的最后交易日sell call,行权价选取当前股价上方20%,时间为当周到期。第二天开财报后,低价平仓该期权。 股票的筛选标准: 1. 财报前iv越大越好,以往操作的在150左右,按下限100筛选,这样能留出足够的安全盈利空间。兼顾低风险和收益的核心在于此。 2. 股价大于20,原因是不希望财报后股价暴涨过于剧烈。 3. 不做meme股,毛票股和大热门股,也是为了避开剧烈上涨。 4. 财报当周的周五,有期权时间档位。有些股票只有月期权,财报后剩余时间超过一周,期权价格会有一些时间残值,利润会打折扣。 策略的优点: 1. 容错度高,留出了财报后暴涨20%的空间。除了meme股、毛票股和大热门股外,较为罕见。 2. 不需盯盘。深度虚值call对价格变化不敏感,delta基本小于0.2。由于第二天平仓,第一天的价格变化不影响操作。第一天sell后可无需再占精力看管。 3. 回报周期1-2个交易日。 4. 收益/保证金 * 52周= 年化收益 平均50%+。收益和保证金数值参考我的战绩及券商给出参考值。 我的实盘案例 案例一:财报下跌 7.24财报跌了7%,期权直接归0,单笔10000左右保证金1.8卖出0.05买入,扣除手续费赚170左右,这是最有利的情况。 案例二:财报上涨,但离20%较远 6.4号财报涨11%,由于涨后349距离行权价385较多,期权价格迅速下降,单笔10000左右保证金1.01卖出0.02买入,扣除手续","text":"财报前后期权的隐含波动率iv大幅降低,期权价格也会跟着下降,适合财报前做期权卖方。但裸卖call风险如下, 1. 上方风险不收口,涨超行权价后按100倍损失。 2. 股价上涨耗尽剩余流动性,券商强制平仓。 针对这两点风险,本文通过加入股票的筛选机制和提高行权价来降低1的风险,兼顾收益。通过留出安全仓位克服2。 策略是: 选取经筛选的股票,在财报前的最后交易日sell call,行权价选取当前股价上方20%,时间为当周到期。第二天开财报后,低价平仓该期权。 股票的筛选标准: 1. 财报前iv越大越好,以往操作的在150左右,按下限100筛选,这样能留出足够的安全盈利空间。兼顾低风险和收益的核心在于此。 2. 股价大于20,原因是不希望财报后股价暴涨过于剧烈。 3. 不做meme股,毛票股和大热门股,也是为了避开剧烈上涨。 4. 财报当周的周五,有期权时间档位。有些股票只有月期权,财报后剩余时间超过一周,期权价格会有一些时间残值,利润会打折扣。 策略的优点: 1. 容错度高,留出了财报后暴涨20%的空间。除了meme股、毛票股和大热门股外,较为罕见。 2. 不需盯盘。深度虚值call对价格变化不敏感,delta基本小于0.2。由于第二天平仓,第一天的价格变化不影响操作。第一天sell后可无需再占精力看管。 3. 回报周期1-2个交易日。 4. 收益/保证金 * 52周= 年化收益 平均50%+。收益和保证金数值参考我的战绩及券商给出参考值。 我的实盘案例 案例一:财报下跌 7.24财报跌了7%,期权直接归0,单笔10000左右保证金1.8卖出0.05买入,扣除手续费赚170左右,这是最有利的情况。 案例二:财报上涨,但离20%较远 6.4号财报涨11%,由于涨后349距离行权价385较多,期权价格迅速下降,单笔10000左右保证金1.01卖出0.02买入,扣除手续","images":[{"img":"https://static.tigerbbs.com/27c240edd8f6de574f3af4e225bcd038","width":"1080","height":"1072"},{"img":"https://static.tigerbbs.com/11ace2c2d8bad550bf32cb02605059bd","width":"1071","height":"1582"},{"img":"https://static.tigerbbs.com/4a57d289dfb40037927ab44becbff591","width":"1067","height":"1630"}],"top":1,"highlighted":1,"essential":2,"paper":2,"likeSize":3,"commentSize":7,"repostSize":0,"link":"https://laohu8.com/post/333372590895192","isVote":1,"tweetType":1,"viewCount":7197,"authorTweetTopStatus":1,"verified":2,"comments":[{"author":{"id":"131471376974217","authorId":"131471376974217","authorIdStr":"131471376974217","name":"CC丶","avatar":"https://static.tigerbbs.com/07dd0d22cbcbda5dea44e066f0277695","crmLevel":7,"crmLevelSwitch":1},"content":"你说的这个策略我也会做,只是不会作为主力,1.确定性越高的股票卖出年化收益越低,反之亦然,不能拿高iv的票举例 2.财报季就那一两周,不是任何时间都能做","text":"你说的这个策略我也会做,只是不会作为主力,1.确定性越高的股票卖出年化收益越低,反之亦然,不能拿高iv的票举例 2.财报季就那一两周,不是任何时间都能做","html":"你说的这个策略我也会做,只是不会作为主力,1.确定性越高的股票卖出年化收益越低,反之亦然,不能拿高iv的票举例 2.财报季就那一两周,不是任何时间都能做"}],"imageCount":4,"langContent":"CN","totalScore":0},{"id":335549527118064,"gmtCreate":1722957580483,"gmtModify":1722957585384,"author":{"id":"4160806813861802","authorId":"4160806813861802","authorIdStr":"4160806813861802","name":"山河大地_","avatar":"https://static.tigerbbs.com/2daff18181c9209019a33298e86c3c12","crmLevel":5,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"htmlText":"今日sell call财报收益 按我专栏中的策略,今日收益973刀。","listText":"今日sell call财报收益 按我专栏中的策略,今日收益973刀。","text":"今日sell call财报收益 按我专栏中的策略,今日收益973刀。","images":[{"img":"https://static.tigerbbs.com/7dddb84077154c766ad7711c520a4f92","width":"1080","height":"536"}],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":1,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/335549527118064","isVote":1,"tweetType":1,"viewCount":280,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":1,"langContent":"CN","totalScore":0},{"id":334123576393832,"gmtCreate":1722606080523,"gmtModify":1722608411933,"author":{"id":"4160806813861802","authorId":"4160806813861802","authorIdStr":"4160806813861802","name":"山河大地_","avatar":"https://static.tigerbbs.com/2daff18181c9209019a33298e86c3c12","crmLevel":5,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"htmlText":"按我专栏中的sell call财报策略, 今日收益1100刀。","listText":"按我专栏中的sell call财报策略, 今日收益1100刀。","text":"按我专栏中的sell call财报策略, 今日收益1100刀。","images":[{"img":"https://static.tigerbbs.com/6ee824969f299f24838183641a25ffd6","width":"915","height":"574"}],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":1,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/334123576393832","isVote":1,"tweetType":1,"viewCount":356,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":1,"langContent":"CN","totalScore":0},{"id":333452060676224,"gmtCreate":1722436628439,"gmtModify":1722437970203,"author":{"id":"4160806813861802","authorId":"4160806813861802","authorIdStr":"4160806813861802","name":"山河大地_","avatar":"https://static.tigerbbs.com/2daff18181c9209019a33298e86c3c12","crmLevel":5,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"htmlText":"今日适合sell call财报的股票 <a href=\"https://laohu8.com/OPT/RBLX 20240802 50.0 CALL\">$RBLX 20240802 50.0 CALL$ </a> iv160,非常可观 建议留出同等大小的流动性保证不会击穿 ========== 昨天推荐的股票今日顺利盈利平仓 每手盈利30左右","listText":"今日适合sell call财报的股票 <a href=\"https://laohu8.com/OPT/RBLX 20240802 50.0 CALL\">$RBLX 20240802 50.0 CALL$ </a> iv160,非常可观 建议留出同等大小的流动性保证不会击穿 ========== 昨天推荐的股票今日顺利盈利平仓 每手盈利30左右","text":"今日适合sell call财报的股票 $RBLX 20240802 50.0 CALL$ iv160,非常可观 建议留出同等大小的流动性保证不会击穿 ========== 昨天推荐的股票今日顺利盈利平仓 每手盈利30左右","images":[{"img":"https://static.tigerbbs.com/4d6db1f0f8bc681b9a27e2b43de1e7b5","width":"1080","height":"517"}],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":1,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/333452060676224","isVote":1,"tweetType":1,"viewCount":194,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":1,"langContent":"CN","totalScore":0},{"id":333112460611720,"gmtCreate":1722351928279,"gmtModify":1722352086171,"author":{"id":"4160806813861802","authorId":"4160806813861802","authorIdStr":"4160806813861802","name":"山河大地_","avatar":"https://static.tigerbbs.com/2daff18181c9209019a33298e86c3c12","crmLevel":5,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"htmlText":"今日适合财报前后赚iv差的标的 iv 150左右,行权价上方20%,卖出call <a href=\"https://laohu8.com/OPT/PINS 20240802 45.0 CALL\">$PINS 20240802 45.0 CALL$ </a> 已开仓","listText":"今日适合财报前后赚iv差的标的 iv 150左右,行权价上方20%,卖出call <a href=\"https://laohu8.com/OPT/PINS 20240802 45.0 CALL\">$PINS 20240802 45.0 CALL$ </a> 已开仓","text":"今日适合财报前后赚iv差的标的 iv 150左右,行权价上方20%,卖出call $PINS 20240802 45.0 CALL$ 已开仓","images":[{"img":"https://static.tigerbbs.com/90db461658ea44ab8c6ba476eb691568","width":"1080","height":"146"}],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":1,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/333112460611720","isVote":1,"tweetType":1,"viewCount":573,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":1,"langContent":"CN","totalScore":0},{"id":298063775629408,"gmtCreate":1713798283273,"gmtModify":1713798668332,"author":{"id":"4160806813861802","authorId":"4160806813861802","authorIdStr":"4160806813861802","name":"山河大地_","avatar":"https://static.tigerbbs.com/2daff18181c9209019a33298e86c3c12","crmLevel":5,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"htmlText":"这篇文章不错,转发给大家看看","listText":"这篇文章不错,转发给大家看看","text":"这篇文章不错,转发给大家看看","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":0,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/298063775629408","repostId":"297940829655104","repostType":1,"repost":{"id":297940829655104,"gmtCreate":1713760221689,"gmtModify":1713760246383,"author":{"id":"4136423143289492","authorId":"4136423143289492","authorIdStr":"4136423143289492","name":"財報話你知","avatar":"https://static.tigerbbs.com/96f437ff7e7f78c1e24bf0faa8c074dd","crmLevel":1,"crmLevelSwitch":0,"followedFlag":false},"themes":[],"title":"⏰本周特斯拉,Meta,微软,谷歌巨头财报重磅来袭!你最期待边家?","htmlText":"小虎们,本周老虎财报季继续![Cool]本周是美股业绩期重头戏,有多家美股巨头将重磅公布财报!包括 <a href=\"https://ttm.financial/S/TSLA\">$特斯拉(TSLA)$</a> , <a href=\"https://ttm.financial/S/META\">$Meta Platforms(META)$</a> , <a href=\"https://ttm.financial/S/MSFT\">$微软(MSFT)$</a> , <a href=\"https://ttm.financial/S/GOOG\">$谷歌(GOOG)$</a> 等![666]不知道小虎们最心水哪家的业绩,又最期待哪家的业绩公布呢?[YoYo]周一美股盘前, <a href=\"https://ttm.financial/S/VZ\">$威瑞森(VZ)$</a> 将公布财报!周一美股盘后, <a href=\"https://ttm.financial/S/SAP\">$SAP SE(SAP)$</a> 将公布财报!周二美股盘前, <a href=\"https://ttm.financial/S/NVS\">$诺华(NVS)$</a> , <a href=\"https://ttm.financial/S/NVS\">$诺华(NVS)$</a> , <a href=\"https://ttm.financial/S/GM\">$通用汽车(GM)$</a> , <a href=\"https://ttm.financial/S/PEP\">$百事可乐(PEP)$</a> , <a href=\"https://ttm.financial/S/LMT\">$洛克希德马丁(LMT)$</a> 将公布财报!周二美股盘后,万众瞩目的全球电动车巨头","listText":"小虎们,本周老虎财报季继续![Cool]本周是美股业绩期重头戏,有多家美股巨头将重磅公布财报!包括 <a href=\"https://ttm.financial/S/TSLA\">$特斯拉(TSLA)$</a> , <a href=\"https://ttm.financial/S/META\">$Meta Platforms(META)$</a> , <a href=\"https://ttm.financial/S/MSFT\">$微软(MSFT)$</a> , <a href=\"https://ttm.financial/S/GOOG\">$谷歌(GOOG)$</a> 等![666]不知道小虎们最心水哪家的业绩,又最期待哪家的业绩公布呢?[YoYo]周一美股盘前, <a href=\"https://ttm.financial/S/VZ\">$威瑞森(VZ)$</a> 将公布财报!周一美股盘后, <a href=\"https://ttm.financial/S/SAP\">$SAP SE(SAP)$</a> 将公布财报!周二美股盘前, <a href=\"https://ttm.financial/S/NVS\">$诺华(NVS)$</a> , <a href=\"https://ttm.financial/S/NVS\">$诺华(NVS)$</a> , <a href=\"https://ttm.financial/S/GM\">$通用汽车(GM)$</a> , <a href=\"https://ttm.financial/S/PEP\">$百事可乐(PEP)$</a> , <a href=\"https://ttm.financial/S/LMT\">$洛克希德马丁(LMT)$</a> 将公布财报!周二美股盘后,万众瞩目的全球电动车巨头","text":"小虎们,本周老虎财报季继续![Cool]本周是美股业绩期重头戏,有多家美股巨头将重磅公布财报!包括 $特斯拉(TSLA)$ , $Meta Platforms(META)$ , $微软(MSFT)$ , $谷歌(GOOG)$ 等![666]不知道小虎们最心水哪家的业绩,又最期待哪家的业绩公布呢?[YoYo]周一美股盘前, $威瑞森(VZ)$ 将公布财报!周一美股盘后, $SAP SE(SAP)$ 将公布财报!周二美股盘前, $诺华(NVS)$ , $诺华(NVS)$ , $通用汽车(GM)$ , $百事可乐(PEP)$ , $洛克希德马丁(LMT)$ 将公布财报!周二美股盘后,万众瞩目的全球电动车巨头","images":[{"img":"https://community-static.tradeup.com/news/cfa81dd0388fd437c3b07db602e74ab0","width":"1080","height":"1080"}],"top":1,"highlighted":1,"essential":1,"paper":2,"likeSize":0,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/297940829655104","isVote":1,"tweetType":1,"viewCount":0,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":1,"langContent":"CN","totalScore":0},"isVote":1,"tweetType":1,"viewCount":268,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0}],"lives":[]}