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aba666
2021-05-27
$京东物流(02618)$
中2手,根据暗盘情况来看赚2000,但融资申购费用要3000,看来是亏了
aba666
2020-07-14
$特斯拉(TSLA)$
昨晚特斯拉先是暴涨到1750以上,最高达到1791,我持有的远期call的空头和远期put的空头以及特斯拉正股的组合,由于涨速太快,delta系数快速变化,call空头的亏损远超特斯拉正股的盈利,而且由于波动率增加,put空头原有盈利反而转亏。同时显示保证金不足。还不能简单平仓,只好正股平一些再平call,再平正股再平call。全部平完亏损出局后。今天早上起来发现特斯拉正股收盘到了1491。多空双杀。如果昨晚系统强平一部分期权后可能扛到早上,净值还是盈利的。复杂期权结构害死人啊。一个教训给大家参考。
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