T******u
发帖数: 1025 | 1 昨天的NTES暴跌又让人浮想联翩。
BIDU过去几个ER动作也不小，目前的option不算贵，明天到期的160 straddle 14快，
price in了9%的波动，March 18的160 straddle 19快，考虑到time value，往任何方
向的10%左右的波动可以回本。 |
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h********o
发帖数: 3320 | 2 Not worth it. 卖2007年的put，都一年多后了，太远了，利益不划算。你这个是卖
option的extrinsic value，赚取的是theta decay。at the money option extrinsic
value最高。所以要赚取最大的extrinsic value，一个方法应该是每天都卖最近的
weekly SPY at the money put, 到了周五如果option in the money，close。然后继
续卖下一个周的at the money option，把钱分成五份，每天都卖。另一个方法是卖put
option的同时也卖一份at the money call，就是同样的钱可以同时卖一份put，一份
call，也就是short straddle。长期不断卖下去，一般会beat 大盘。我记得有一个网
站不断跟踪short S&P 500 straddle的回报，好像是一直beat S&P 500。具体网站名称
忘了。如果要求更高的回报，可以做SPY 的 iron condor，卖到多远如何操作有很多策
略，很多玩法，更有意思，这个讲究... 阅读全帖 |
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a**h
发帖数: 1085 | 3 每个月buy calls, write calls折腾，大部分下个月的都是很低的IV, write基本都是
苍蝇肉。straddle虽然可以考虑，但也没发现个好的目标。gild感觉不错，但问题是把
人家病治好了，就没有回头客，也就没有稳定收入了。短期冲不上去的话，似乎适合搞
straddle吧。mga的短期稳定，考虑buy write了。
其他有啥吗，还是说sideline看看？ |
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N*****d
发帖数: 9872 | 4 Apache (APA) May weekly 49 straddle priced for movement of 5.3%
A straddle entails buying a call and put of the same strike that allows the
holder to profit based on how much the price of the underlying security
moves, regardless of the direction of price movement. |
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c******a
发帖数: 4400 | 5 持股好长时间盈利都交保护费了。呵呵
: 买 option 本来就是花钱买保险。
: 6000刀是8天的 time decay，
: 只要是 ATM，买 put 买 call 都一样
: （因为 ATM 期权只有 time value）
: 实质就是一个 long put synthetic straddle，
: 150 /- 3*2 之间亏钱，最多亏6000保费；
: 股价移动出这个区间则赚钱。
: 在关键的支撑或阻力位建straddle是标准操作，
: 因为一般情况下，能否突破很快会见分晓。
: 如果嫌贵，可以少买一些put，或者稍便宜的 OTM put，
|
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s***o
发帖数: 2191 | 6 赌movement的话，难道不应该是long straddle吗？球神期待大事件，又弄short
straddle，是怎么个玩法？ |
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Q********g
发帖数: 2465 | 7 我有时候说话是反的
虚虚实实
: 赌movement的话，难道不应该是long straddle吗？球神期待大事件，又弄short
: straddle，是怎么个玩法？
|
|
x****g
发帖数: 1512 | 8 没戏，权极贵。straddle 必亡
：可以直接做option straddle 或者 strangle, 大跌大赚，大涨大赚，如果波动大，到
：了一定位置close一个方向的仓位，还是赚。除非一直平盘小幅度波动，否则只要波 |
|
h********o
发帖数: 3320 | 9 做spread，超短期甚至当日的，就是回报少点。但是风险也少。前几天那种跌法每天都
能赚钱。
: 没戏，权极贵。straddle 必亡
: ：可以直接做option straddle 或者 strangle, 大跌大赚，大涨大赚，
如果波
动大，到
: ：了一定位置close一个方向的仓位，还是赚。除非一直平盘小幅度波动
，否则
只要波
|
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M*****8
发帖数: 17722 | 10 【 以下文字转载自 Stock 讨论区 】
发信人: MB80528 (肥猫(Contrarian)[食MM而肥]), 信区: Stock
标 题: 空军最新战机 ISRG --- 熊军们注意。
发信站: BBS 未名空间站 (Thu Oct 20 11:17:39 2011, 美东)
(以下分析写于2011年10月19日晚上。不清楚的地方已修改。)
空军最新战机情报 --- 熊军们注意。
空军目标：ISRG。
空军手段：卖空股票/买Put/买Straddle/卖空Call/做Spread。
空军目的：和贪婪在高峰价沽空的 MM 们抢钱。
对手可能反应：故意拉高挤空后再次沽空独享下跌暴利。
最新 ISRG 分析和对策如下:
最新数据：
ISRG, 20111019, 417.6200, -15.4795, -3.7,
意味 ISRG 短期下跌幅度是 -$15.48,即 -3.7%。
侦查到墙街挤空并且相当强烈，但熊军无需紧张。
先推算 ISRG 短期下跌的谷底价的理论极限：
根据不久前的谷底极限，即 9.2%
9.2 + 3.7 = 12.9%
417.62 X (1-0... 阅读全帖 |
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g**s
发帖数: 1114 | 11 Hand 2 is right after the previous one.
EP who got busted reloaded 120 and raise 12. 3 callers,I had KhQh in CO and
called. SB/BB fold.
flops 3h7hJh. EP c bet 40 and I called. turn 2s. EP went all in and I called
. he showed AhJs. river is 6h. he doubled from me.
just a bad beat, nothing special.
hand 3. I made extra money
UTG straddle , I had 4c7c at BB and it's 5 ways straddle limpin pot.
flop 3c5sQc. I checked. Same young loose guy --MP bet 15 and same old
calling station called --LP. I CR to... 阅读全帖 |
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r****r
发帖数: 1394 | 12 1，1/2 venetian
前位一个limper，我AKo，感觉玩一次raise的pot没意思，所以也limp
到sb raise到11，弃到我，我干到32，sb call，HU
flop Jxx，他donk 30，我看到他还剩100不到，想了想感觉他如果有强牌没有这么donk
的理由，感觉就是AQ或者TT之类，就shove了，他果然很快弃。
2，1/2 venetian
刚搬到版大桌上没几把，我straddle，3号位弄到16，只剩我，看到88，call。下意识
是3bet但是觉得被call了oop比较难受，而且因为straddle，credit少。所以就flat了。
flop A73r，我chk，他bet 20，我call。我觉得这里flat也就rep Ax了
turn 9，rainbow，chk，他bet 35。感觉比较怪，他有点polarized的意思，所以继续
call了。
river A，感觉是张好牌。chk，他又搞到35，想了想call，希望看到KJ，没想到对手亮
出也是88。我觉得88有足够的show down value啊，难道要thin到抓我的7x？
这手amus... 阅读全帖 |
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s*********r
发帖数: 4210 | 13 was up some, until one LAG move to my table. He raised to 20 pre almost
every hand, follows with 2nd, 3rd barrel all the times. don't know how to
play against this kind of player. And he first sat on my right side, then
move to my left side, bb position. end up giving some back,and left with
some winning.
I had only one hand during his stay at my table. LAG straddle with $9, I am
UTG+1 with AA, UTG folded. I called the straddle, and 5 more callers.
supprisingly LAG just checked. My plan A... 阅读全帖 |
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c******q
发帖数: 456 | 14 1/2 game at harrah's chester. These hands are more for entertaining purpose,
therefore I will share the hole cards with you as well.
Hand 1: I started this hand with $130ish. UTG straddled. One old guy called
at MP, all folded to me and I called on BB with 45c. UTG then made it $22 to
go, both of the old guy and myself called. Flop was 347r with 7c. UTG c-
betted $40 and the old guy quickly called. I had a middle pair, a gutter,
and a backdoor flush draw. Based on the way played, I put both of t... 阅读全帖 |
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p****r
发帖数: 9164 | 15 【: hand 2, what size of the pot that he raised 140 into, and why you call
with
I am sorry that I fogot to mention that there was straddle preflop.I
called 20$ straddle UTG.
so there is 55$ in the pot before he raised to 140. I started the hand with
more than 3k and he got me covered. Calling 120 more with 99 is OK with
me with stack so deep. If I raised UTG and got 3 bet by suepr LAG(he
3 bet pretty light), I would have a hard time to continue with 99.
Super LAG is a young Amer... 阅读全帖 |
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w**********y
发帖数: 1691 | 16 Happy new year, gamblers! ^_^
%%Background:
I was playing in a local poker club for almost half a year. The game is $1/$
3 with unlimited straddle and sleeper. It is at the similar level as $2/$5
in Borgata. Preflop bet is usually $15 to $25.
Last nite, there were 9 ppl. I played with most of them before. Half of the
players is LAG. 1/2 of these LAGs can bet/call/raise with any two cards
preflop.
Villain is super aggressive. Lots of cbets and many bluffings.
He bought in $1k or $2K every time, a... 阅读全帖 |
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w**********y
发帖数: 1691 | 17 WELCOME FOR ANY COMMENT, SUGGESTION, AND CRITICISM.!
2012 Session 1, 01-06-2012 Lost $600 (3 buyin). 8PM ~ 1AM
Game: 1/3 with 10 players; Location: Poker Club at NYC with many LAGs.
#####################################
Hand 1: (Bad luck. Lost first buyin)
AcJc at MP raised to $15 (~$180 left). 2 callers, including BB with similar
stack, a weak (tight but unreasonable randomly passive or aggressive) female
player.
Flop was perfectly 7c 8c Qc. I checked. BB bet $31. I re-raise to $75. She
shipped... 阅读全帖 |
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w**********y
发帖数: 1691 | 18 WELCOME FOR ANY COMMENT, SUGGESTION, AND CRITICISM. THANKS AHEAD.
2012 Session 2, 01-10-2012 (8PM ~ 12). Up $150.
Game: 1/3, 7 players; Location: Poker Club at NYC.
I bring 2 buy-in ($400). First buy-in was gradually reduced to $120. I
reloaded $200 cuz I felt very comfortable to play last nite and ShouQi was
also good, and I don’t want to loss the chance to rob fishes as I was
playing nit. BUT finally I don’t get the chance with Big Hand Big Pot.
2 fishes of bad crazy LAG players. (including Ha... 阅读全帖 |
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p****r
发帖数: 9164 | 19 yeah. mississippi straddle is only on button. during WSOP, cash game is
played this way. A majority of ppl do straddle on button. |
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f*****g
发帖数: 15860 | 20 a 5/10NL asian regular, can't find a table, so sits down at our little
donkey 1/2NL table.
apparently he's used to bully ppl around, and doesn't have enough ammo with
the $300 max limit.
he straddles $15 from UTG, 2 callers, i look down and find a lovely hand, en
, good timing. i figure he couldn't stand a 1/2NL fish pops his straddle, so
i make it $75.
he snap calls, others fold.
flop: Kc5c3d trash.
he open shoves $200 on me, oh, yeah, i call for sure and got him covered.
then in less than 1 ho... 阅读全帖 |
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f*****g
发帖数: 15860 | 21 哥的牌还有谱？介是不可能的！
不过哥也是久经考验的驴，看牌比较明戏。
别人的比较搞的一把：
---------------------------
哥straddle $5，all FOLD，看，哥的驴象多么高大！主要是上轮哥straddle AA的阴影
威慑力，哈哈。SB，chip leader with $1.5K, who has been very careful with me,
calls, BB, a new comer/avg. image, makes $14, a weird number in this case.
哥骑驴难下，一看，靠，又是好牌！97o！哥当然snap call。
SB急了，直接反上$75，和这家伙玩了一夜，哥知道这哥们儿其实很稳当，这样搞决非
儿戏。
BB显然失算，磨几半天，滴咕半天，说“你丫不就是筹码多么？”，最后call，手里还
有$250左右。
哥遗憾的退出。
flop: AJ7 rainbow.
SB checks, BB bets $50 (此处允许笑三声)，SB眼急手快，直接抓了一把绿筹码，put
BB all-in。
在这把之前，... 阅读全帖 |
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T********n
发帖数: 528 | 22 我随便写一些.应该在哪里已经有中文的...
Position: SB, BB, UTG, UTG+2, MP1, MP2/LJ, HJ, CO, BTN
SB: Small Blind (the smaller of the two forced/dark bets pre flop)
BB: Big Blind (the larger of the two forced/dark bets pre flop)
UTG: Under The Gun (comes from an English expression Under the Gun, First to
Act. Because the blinds are a forced bet, this position is the first
player to act pre flop when the two cards are dealt)
UTG+1: the position after UTG
MP1: Middle Position 1, goes after early position (UTG & UTG+1... 阅读全帖 |
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T********n
发帖数: 528 | 23 Update:
礼拜二 11/27
明天早上6点的飞机，不想在Parx呆太久所以十二点就离开了。
吃完饭去Poker Room一看果然人多。这次就有看到很多在Commerce常见的熟面孔。到的
时候有:
400/800 Stud 8
25/50 NL
75-150 H.O.E. x2
10/10 NL x3
40/80 Omaha 8
30/60 LHE
2/5 NL x7
PLO 5
15/30 LHE x2
1/2 NL x 12
还有一些零零星星不同的小mix和小LHE
LP玩了一下1/2NL就有15/30LHE的座位了。这一趟美中不足就是LP没有咬到鱼。今天也
是小输一点，就算在我的账上吧。
我打了2/5大概1个小时。接下来新的30-60LHE Must-Move开了。great 4 handed game.
赢了～1个rack。可是去main game后连输4-5手。最后LHE今晚差不多打平。今晚Parx30
-60LHE main game的水平很不错。只有2-3个看起来次一等的可是no one was giving
it away.
大部分钱都是从一事NL来的。欢迎讨论。... 阅读全帖 |
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l******1
发帖数: 365 | 24 总体说来运气不太好。
///////
1/2 220多chips，utg（with 600） straddle，我比较了解，此人
比较aggressive但是有read。我limp in with KK。
4家call，utg果然reraise到25.我reraise到80.
他想了一下call，flop KQ3 two clubs.
他看了一会儿我的chips，push我all in。我call，
turn A club， river blank，他show 67 club。what the @#￥%！
///////
1/2 still kk，same position，with about 100.
utg straddle，我 raise 到 16. middle position一家20多all in。
5 caller including me。 flop K7s9s,我70 all in。
an old man call， turn T,river 6， he showed A8o，。 !@#$
/////////
1/2 about 150，with K4 hearts... 阅读全帖 |
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f*****g
发帖数: 15860 | 25 well, nowadays even in 1/2, not many exciting AA vs. KK stack shoves any
more, unless one of them is short stack or very tilting.
2 hands over the weekend, not mine:
1) UTG, a super black LAG, straddles for $5, a few callers, BB, a black lady
suddenly announces all-in, LAG snap calls.
BB got AA, LAG got KK, well, typical hand, right?
now here comes the drama. LAG insists BB only has $100 on the table, and the
rest $300 are in a rack laying on the cup holder, so he refuses to pay more
than $100..... 阅读全帖 |
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p*****l
发帖数: 638 | 26 1. Hero with $250 6h4s UTG straddle $5; MP1 raise $12, 4 callers - SB,BB,
Hero and another MP. flop 4h4c9c. SB,BB check, Hero bet 35, MP1 call(MP1 is
the preflop raiser who has a big range and chip covers hero), SB shoves with
$90(SB is an asian with very tight image), BB fold, HERO?
2. Hero has AA MP. UTG straddle $5, UTG+1 calls, Hero raise to $16, fold all
the way to UTG, UTG calls, UTG +1 calls. flop J54 rainbow, check x2,HERO
bet $35, UTG immediately raise to $100, UTG+1 folds. UTG has $60... 阅读全帖 |
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z******n
发帖数: 8851 | 27 my 2 cents,
1. Hero with $250 6h4s UTG straddle $5; MP1 raise $12, 4 callers - SB,BB,
Hero and another MP. flop 4h4c9c. SB,BB check, Hero bet 35, MP1 call(MP1 is
the preflop raiser who has a big range and chip covers hero), SB shoves with
$90(SB is an asian with very tight image), BB fold, HERO?
>>easy call, pot = $60+$35+$90, you need to put in $55 to win $185...
2. Hero has AA MP. UTG straddle $5, UTG+1 calls, Hero raise to $16, fold all
the way to UTG, UTG calls, UTG +1 calls. flop J54 rainb... 阅读全帖 |
|
d*****0
发帖数: 1500 | 28 1. Hero with $250 6h4s UTG straddle $5; MP1 raise $12, 4 callers - SB,BB,
Hero and another MP. flop 4h4c9c. SB,BB check, Hero bet 35, MP1 call(MP1 is
the preflop raiser who has a big range and chip covers hero), SB shoves with
$90(SB is an asian with very tight image), BB fold, HERO?
---- 64o进局，能看到4h4c9c，已经算是dream flop中的战斗机了，再加上spr已经非
常非常低，对手（包括cover你的和那个紧短筹）push的range算是比较广的，这里如果
不愿意commit的话，应该重新考虑，为什么拿64进来
2. Hero has AA MP. UTG straddle $5, UTG+1 calls, Hero raise to $16, fold all
the way to ... 阅读全帖 |
|
p****0
发帖数: 611 | 29 来自主题: TexasHoldem版 - 应了那句话 与人方便自己方便， 反过来就是与人麻烦自己麻烦。
最近一次live game，整个桌面比较weak/tight。 所以我在有位子情况下几乎每把必看
，PFR 大概2/3。就这样断断续续赢了大概200bb。 接着一手牌，AKo at EP。 MP
straddled and got two callers. Action on me. 5x-bet straddled. Folded to
BTN，据观察打法较紧，nothing out of line。 他极其不甘心的call了。 Flop AK3r
。 决定slow play， checked。 BTN很吃惊我居然check。 因为之前我几乎把把c-bet.
这里主要是想trap Ax or decent pair. BTN checked. Turn 9d made two
diamonds on the board. I led out 40. BTN tank and called. River 2d. I
tanked, didn't want miss value, so led out 50. BTN... 阅读全帖 |
|
p****0
发帖数: 611 | 30 Loose table in general. Hero hold 73o at BB. UTG(black fish) straddled and
got 3 callers, MP (unknown, but can tell is a fish from one hand he played)
, CO(normal aggressive player), and BTN(big fish). Hero also called. UTG
raised his straddle to 25. Call down to hero. Hero had pot odds and called
.
Flop 986r. Hero checked. OR jammed in 60ish. MP and CO called. BTN jammed
in too with less money. Hero called. Hero checked in blind after calling
the flop.
Turn 3s gave two spades on th... 阅读全帖 |
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p****0
发帖数: 611 | 31 Hero had stack of 200ish at UTG. Aggressive style. Steal pots often.
Villain 1 had stack of 500ish at UTG+1. He is a week guy. Saw him raise PF
with AK twice. Folded 99 PF one time facing my push of 130ish with 66
against BTN's shove of 100ish. That hand flopped 996. And the 4th 6 didn't
come out. If did, I would be pissed off by missing the bad beat.
Villain 2 is a middle age guy, normal player with mixed play some time. He
had stack of 300ish at BTN.
Hero straddle and waked up with 54... 阅读全帖 |
|
k******r
发帖数: 4 | 32 cash game so many fish, especially in local, you can win steady and not
risking any of your money, i mean if you all in if you can be 70percent
ahead, you are fine even if you loose.
I want to share a bad beat hand from yesterday,
2,5 Nl table. buy in for 500, i had about 1500, table image , nit and play
nuts only, show down mostly good hand
i limp for a 10 dollar straddle hand with 22, back to straddle who made it
40 dollar to go, all called, 280 in pot.
flop, 2s 5d 10s
then small blind went... 阅读全帖 |
|
R******d
发帖数: 976 | 33 2/3/5 deep，effective stack 300bb+
V1 is a mid-30 Hispanic regular. Aggressive preflop but tight post. Overall
is a solid player but not great. On his 2nd buying of 2k.
V2 is a mid-40 white male. Very good thinking stack player. TAG style.
Hero has a tag solid image. Lose a big pot AA vs 88 but gradually work his
way back.
Table is auto straddle for 10 so basically a 5/10 game. Hero UTG straddle 10
. V1 UTG+3 raises to 35, V2 call, others fold. Hero calls 25 more with KThh.
Flop AhQsJh, pot 105
H... 阅读全帖 |
|
R******d
发帖数: 976 | 34 2/3/5 deep，effective stack 300bb+
V1 is a mid-30 Hispanic regular. Aggressive preflop but tight post. Overall
is a solid player but not great. On his 2nd buying of 2k.
V2 is a mid-40 white male. Very good thinking stack player. TAG style.
Hero has a tag solid image. Lose a big pot AA vs 88 but gradually work his
way back.
Table is auto straddle for 10 so basically a 5/10 game. Hero UTG straddle 10
. V1 UTG+3 raises to 35, V2 call, others fold. Hero calls 25 more with KThh.
Flop AhQsJh, pot 105
H... 阅读全帖 |
|
H*T
发帖数: 43 | 35 多谢支持！还有版务发的伪币。
经常去foxwoods的人都知道，周末的人是最多的,四五十桌都不稀奇。而最流行的就是
No Limit Texas Holdem，简称NLH。NLH里最多的是1/2NL，一般都会有十桌以上；其次
2/5NL，一般都会来有三四桌，多时会有十桌。5/10NL也有，但一般最多只有一桌，今
年第三次去，看到有两桌的。
之前提到过，从2013年开始，我都是打2/5。一般我都是带4个Buy in (4x500=$2000)。
四年多来，最差的一次记录是亏了近两个Buyin。根据我的打法，四个Buyin应该够用了。
先讲第二次去的经历。
我是星期天上午到，星期二下午走的。
星期天从上午十一点，一直打到凌晨两点半，中间包括吃饭休息。因为我一直遵循既定
的策略，刚开始几个小时基本上chip stack没有大的变动。
有几手牌值得提一下。
第一手是我的bluff。我在LP拿到KQhh，raise to 20。一个middle aged Asian guy
limped and called。Flop 9xx rag, he donk bet flop I called. Tu... 阅读全帖 |
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g*****g
发帖数: 34805 | 36 哈哈，还有脸说拿科技股票说事傻逼。你不成天追着我说Zynga腰斩，现在知道自己傻
逼了？
AWS 也host sharepoint, sql server那是没错，本来就是个IaaS，一点不奇怪。Azure
自称IaaS/Paas到头来是自己撸管用的DC，才叫做搞笑。
还有你的straddle就别拉出来吹了。我老的ESOP，去年买的部分都翻20倍了。130%算个
屁。也就你们微软的小鸡鸡万年不举，才公司option赚不到钱。你straddle赚的那点跟
amzn，goog的员工比不一样是屁。 |
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b***k
发帖数: 2673 | 37 ☆─────────────────────────────────────☆
Cyrix (The CPU) 于 (Sun Dec 30 22:55:54 2007) 提到:
一些名词解释
1. Short BPV weighted 2/5/10 butterfly
（1）BPV是什么呢？
（2）这里是指long 2 & 10 还是 long 5?
2. Pay in the belly of 2s5s10s swaps Fly
这是否指Pay Fixed 5y swap, receive fixed 2y & 10y?
3. sell 10s against a 2s/30s Fly
这里也是指一个butterfly吗？是否long 2, 30, short 10?
4. 有时见到这个名词 3Yx10Y implied volatility
这3Yx10Y是指一个 Swaption吗？ 3是指Option的expiration还是指Swap的期限？
5. 又看到这个词 7y10y Straddles
这straddle里的两swaption是 |
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l*********t
发帖数: 89 | 38 Excellent financial intuition! The conclusions of all the 4 points are right
!
For point 4, you not only solved this problem, but also point out the
drawback of long a straddle when the forward value is close to the strike!
We indeed should switch the position and short the straddle instead!
Thanks a lot, zouzou! I think I need to pick up some financial intuition now
and not always use quant methods :)
should |
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g*****1
发帖数: 18 | 39 The risk-free rate is used to discount the future payoff. The payoff of the
straddle is always positive, as you are long a call and a put.
Everything being equal, when risk-free rate increases, your straddle value
will decrease, as the future payoff is discounted by a higher rate. It is
assumed that the risk-free rate does not correlate with the stock price
movement. |
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a****5
发帖数: 2 | 40 Reference:
Here are the books I used for preparation. All the commons are just my
opinion.
1. "A Practical Guide to Quantitative Finance Interviews": You should be
fine with most of the standard
BT/Probability/Math/Option pricing questions if you truly UNDERSTAND every
part of the book.
2. "C++ Primer": It is too lengthy and is full of details. But it is very
comprehensive and you can find
everything there (before or after you are asked the questions :) )
3. "Effective C++": The first 10 ~ 20 it... 阅读全帖 |
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s*****u
发帖数: 164 | 41 FX option strategies are commonly quoted in volatilities for ATM straddle,
25 delta butterfly (market strangle) and risk reversal, occasionally, 10
delta butterfly (market strangle) and risk reversal. Clearly, with straddle
and market strangle volatility quotes, one can get the prices for these two
strategies. When it comes to risk reversal, it seems that there is no model-
independent way to get the price for it, i.e., one has to assume a
parametric form for the volatility surface and calibrate... 阅读全帖 |
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W**********r
发帖数: 68 | 42 5. Suppose you have bought a July ITM call and sold an August ATM put.
What would be your delta in this position? Once you hedged out your delta
what are the following greeks:
-Gamma
-Vega
-Rho
-Theta
这个我觉得是long Gamma，short Vega， long Rho， paying Theta
6. Suppose you know the following information about a market:
- Future is at 66
- 70 strike straddle is trading at 27
- 50-60 put spread is at 2.5
- 50-60-70 put fly is at .2
- Assume volatility is constant across strikes
Using the prices given an... 阅读全帖 |
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e*******8
发帖数: 6 | 43 5. Suppose you have bought a July ITM call and sold an August ATM put.
What would be your delta in this position? Once you hedged out your delta
what are the following greeks:
-Gamma
-Vega
-Rho
-Theta
Answer: Positive Delta. It is obvious.
- For Gamma, I think it is hard to say, it depends on how deep the July call
is ITM. It is true that Gamma is centered around the strike, but for the
same strike, the Gamma for shorter maturity options is more skewed, which
may lead to a situation that the gam... 阅读全帖 |
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t***l
发帖数: 3644 | 44 IB都不懂？？
ER就是earnings report，看vol大就卖straddle，小就买straddle，每年工作4个月，
钻的盆满钵满。 |
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w****l
发帖数: 6122 | 45 周三，大盘下跌，我猜周四830am的ECB的会议会做出利好决定，建立了IWM 的long
straddle，ITM的call, OTM的put,
周四，ECB没什么利好，早上的时候，我就卖了这个straddle，损失所有premium的3%左
右，
周五收盘，我查了下option的价格，居然这个组合的premium才损失了10%，
考虑到万一上涨，premium涨的不止10%，
而且周五dip的时候，可能premium跌得更少，因为VIX更高。
可见option的好处，期间IWM大概从70到65，跌了7%, |
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y*****l
发帖数: 5997 | 46 发信人: daledale (不参赌), 信区: Stock
标 题: Re: 在下载《战国》和《新签女幽魂》时
发信站: BBS 未名空间站 (Sun Apr 24 13:24:33 2011, 美东)
不预测也赚钱 的理念与不同境界 (一个LOSER的认知)
来源: 弱-智 于 2011-04-23 17:01:48 [档案] [博客] 旧帖] [转至博客] [给我悄悄
话] 本文已被阅读：1708次
字体：调大/调小/重置 | 加入书签 | 打印 | 所有跟帖 | 加跟贴 | 查看当前最热讨
论主题
俺最近还是个LOSER, 无聊中, 就回咱家发发盐, 大千就是咱家.
上周俺故弄悬虚,假装高深地说得云山雾罩, 让人似懂匪懂中抬高自己. 今天先来举例
解释第一条: 啥是”理念”, 为何理念是成功的先行者.
先看我认为是少有的一个好贴, 看过的人很少. 见下:
==============================
学炒股学的是什么？学的是如何离开羊群，变身为一只狼，特别是一只独狼，而不是群
狼中的一员。
来源: gutu 于 2011-04-22 07:20:50
股市中长... 阅读全帖 |
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c**i
发帖数: 6973 | 47 Vikas Bajaj, A One-Sided Rivalry; India looks to China, but China doesn't
notice. New York Times, Sept 1, 2011.
http://www.nytimes.com/2011/09/01/business/global
/india-looks-to-china-as-an-economic-model.html?_r=1&ref=vikasbajaj
("Whatever the reasons, Indians compare virtually every aspect of their
nation with China")
Excerpt in the window of print: A vibrant but messy democracy admires a
rival's discipline.
My comment:
(a) It is unrequited love.
(b) Qingdao
http://en.wikipedia.org/wiki/Qingda... 阅读全帖 |
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i***s
发帖数: 39120 | 48 8月2日，巴铁1号试验车启动路面测试。 秦皇岛北戴河区启动了路面测试。
新华社的一篇报道称该试验车为“我国自行设计研制、全面拥有自主知识产权”。据公开报道，巴铁1号试验车为一节车厢，车长22米，宽7.8米，高4.8米，额定载客数为300人。
测试现场图片曝光后，看上去非常惊艳的巴铁迅速刷爆了社交媒体。
然而，在有人为之叫好的同时，也有不少质疑的声音传出。8月3日，《环球时报》甚至直指巴铁是“圈钱”的骗局。记者试图联系制造方，从生产技术角度对巴铁一探究竟，被婉拒。
什么是巴铁
据公开报道，“巴铁”早在2010年就已经被发明，发明者宋有洲，当时叫做“立体快巴”（straddling bus）。美国《时代》杂志将其评为“2010年世界50大最佳发明”。
然而，当时只有构想，没有造出样车，因此无法启动试验段的调试和运营，未能推广开来。
如今，宋有洲携该发明卷土重来，并命名为巴铁（Transit Explore Bus），并携手华赢集团成立巴铁科技发展有限公司（下简称巴铁公司）。
全国企业信用信息公示系统显示，巴铁公司注册于2015年12月，注册地北京市东城区，注册资本1亿元，两位自然人股东为... 阅读全帖 |
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b*s
发帖数: 82482 | 50 舰炮打固定炮台的例子：
The Japanese defended the island of Betio in the Tarawa atoll with numerous
203 mm (8-inch) coastal guns. In 1943, these were knocked out early in the
battle with a combined USN naval and aerial bombardment.
On June 25, 1944 the U.S. battleship Texas engaged German shore batteries on
the Cotentin Peninsula. Battery Hamburg straddled the ship with a salvo
240mm shells, eventually hitting the Texas twice; one shell damaging the
conning tower and navigation bridge and the other penetrat... 阅读全帖 |
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