n****c 发帖数: 512 | 1 Do you short FAS? it has higher option price
Why not short Straddle, or strangle, so you are delta-neutral? |
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l*******r 发帖数: 3799 | 2 flr真厉害,以后他的pick要坚决上strangle. |
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j****9 发帖数: 312 | 3 Some 2000JPM and 10000C for long terms so I try to sell cover calls against
them like Apple. Stupid Meredith Whitney, I want to strangle that woman,
always bit to the party by slashed GS's estimate for the current quarter
today. |
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m********0 发帖数: 2717 | 4 straddle or strangle,
不一定总有一个profit |
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G*******m 发帖数: 16326 | 5 我的strangle就是从straddle变化而来的。
你们是专家,我们业余的。 |
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m********0 发帖数: 2717 | 6 又在胡说了。
你不知道名字的含义么?
其实我的意思是
你一开始说做一个65,一个66的straddle很好笑。
这就是两份65/66 strangle而已,尽管价格不一样。 |
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G*******m 发帖数: 16326 | 7 65和66是2个straddle,后来就变化成1个strangle了。 |
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H**********g 发帖数: 1312 | 8 straddle和strangle常用吗?感觉赔钱的时候很多 |
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G*******m 发帖数: 16326 | 9 Fidelity 只有straddle,没有strangle这一说。
同我的看法不一而同。 |
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G*******m 发帖数: 16326 | 11 这样的组合今天应该不错吧?
昨天的rebalance的佣金没有白付啦。。。。。。 |
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gw 发帖数: 2175 | 12 你这个人为什么这么爱自言自语呢?
3*71是你的账号?
你是不是那个什么option_2010的成员?帮忙推荐一下? |
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m********0 发帖数: 2717 | 13 因为我看不懂你写的啊。
stradder是什么?
我上次区分straddle和strangle还被你羞辱一番。 |
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n****c 发帖数: 512 | 14 61/59 2:1 Bearish strangle? Opened last Thursday?
What's your exit strategy? |
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n****c 发帖数: 512 | 15 那个note里的strangle, straddle, 是你自己根据Open interest/volume的pattern分
析出来的吧?
如果是"both put and call" 就是pattern不明显?如果是ratio write和straddle混在
一起, 是不是就不容易分清了? |
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m********0 发帖数: 2717 | 16 太牛了。这么短时间,这么OTM。明早bid一个支持一把吧。
WHY NOT STRADDLE/STRANGLE? |
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f******u 发帖数: 250 | 17 If you were playing long strangle today, most likely you will earn money
tomorrow because tomorrow is the last day for FUQI to ER,
On August 17, 2010, Fuqi International, Inc. (the "Company") received, as
expected, another notification letter from The Nasdaq Stock Market ("Nasdaq"
) dated August 17, 2010 indicating that the Company remained out of
compliance with Nasdaq Marketplace Rule 5250(c)(1), which requires timely
filing of SEC periodic reports (the "Nasdaq Notification Letter"), due to
th |
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g****u 发帖数: 695 | 18 You are asked to build a trading strategy with 60% correct ratio. This means
whatever method you give, it will be excuted a large number of times in
market in order to make sure profit with statistic significancy.
^VIX is an index so not tradable directly. There are derivatives using ^VIX
as the underlying, e.g. VIX futures and options. That would be the first
products you should look at. However, due to their lack of liquidity,
neither is suitable for a trading strategy to bet through a large n... 阅读全帖 |
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s*****s 发帖数: 20 | 19 My strategy would be: long out-of-money SPX calls and puts to construct a
strangle, which is delta nuetual within a certain index movement window(say,
10%),the 60% can be used to estimate the strikes for calls and puts. Also,
hedge this position with futures, which has no vega. |
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m********0 发帖数: 2717 | 20 大部分有经验的都做strangle或者condor或者iron condor了。
straddle非常难做,更别提netural了。 |
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w******s 发帖数: 16209 | 21 反了, 我觉得ireland bailout是被price in了。
不过我觉得这个周末很关键,
昨天考虑怎么做options合适,straddle, strangle, butterfly, iron condor,
spread,credit spread。。
最后觉得还是直接赌一边上call 或者上put加上仓位控制 比较好。
big |
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c******t 发帖数: 167 | 22 strangle, or long stradle. |
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m********0 发帖数: 2717 | 23 什么是花哨的?你说combo啊?
combo不适合DT。我有时候会买SPY strangle DT,哪头有profit就leg out。
有系统,今天都是看google finance做的。在看电视剧。 |
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f******u 发帖数: 250 | 24 added RAS to my long straddle & strangle watching list and will play in the
week before 2/14/2011 if the price still keeps this level. thanks. |
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w******s 发帖数: 16209 | 25 Covered call. Put. Strangle. Butterfly. Bullspread. |
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o*m 发帖数: 148 | 26 歪吊的素材来了, 什么叫历史性反指! 屁眼肿的特点就是见光死.
================================================================
发信人: psp (I love psp), 信区: Stock
标 题: Re: bought qqqq sep 47 put
发信站: BBS 未名空间站 (Thu Aug 28 15:51:39 2008)
closed all sep put with 211k loss, bought oct.48 c and oct 46p strangle |
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w*********s 发帖数: 2136 | 27 Is Japan's Elite Hiding A Weapons
Program Inside Nuclear Plants?
By Yoichi Shimatsu
4-6-11
Confused and often conflicting reports out of Fukushima 1 nuclear plant
cannot be solely the result of tsunami-caused breakdowns, bungling or
miscommunication. Inexplicable delays and half-baked explanations from Tokyo
Electric Power Company (TEPCO) and the Ministry of Economy, Trade and
Industry (METI) seem to be driven by some unspoken factor.
The smoke and mirrors at Fukushima 1 seem to obscure a steady... 阅读全帖 |
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t***l 发帖数: 3644 | 28 20的put和22的call同权重的买,大家怎么看? |
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e**********e 发帖数: 999 | 31 volatility is too low for uup |
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c*********o 发帖数: 8367 | 32 basically time decay and lack of big movement will kill you in both
directions. |
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t***l 发帖数: 3644 | 33 ....
I believe there will be big movements by the end of June. |
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c*********o 发帖数: 8367 | 34 highly unlikely to me.....LOL |
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j***b 发帖数: 5901 | 35 这样的话就相当于short strangle了吧。赚的是两面的时间价值,风险是两面的大幅度
运动。ymyd。 |
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f******u 发帖数: 250 | 36 周二做的 Long Strangle, 不出意外明天成功了. |
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b******r 发帖数: 16603 | 37 估计还是会通过吧。不然欧元区要崩了。
明天还有大本鸡血3.0。
major events driven,觉得上strangle比较划算,follow-through还是崩盘都
无所谓。 |
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b******r 发帖数: 16603 | 38 Did we speculate bofore that He had been shorting TNA puts or strangles? |
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b******r 发帖数: 16603 | 39 If always like this, sell strangle better? |
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b******r 发帖数: 16603 | 40 看到RVBD今天的样子,估计明天ER有大动荡? |
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c****i 发帖数: 399 | 41 let me take a paper trade look
lol |
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c****i 发帖数: 399 | 42 wk. good one to play ya.
lol |
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w******s 发帖数: 16209 | 44 loaded call for one way bet. |
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b******r 发帖数: 16603 | 45 这个跟RVBD差不多,小盘的技术龙头股。
我觉得很多空头会盯着,稍微ER保守点,20%+的跌很正常。
不过中期如果有faith,这个迟早进Nasdaq 100,取代那些老气横秋的过气股票。 |
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c****i 发帖数: 399 | 46 如果做空的,买个50多的put 翻几x也是不错的reward/risk ratio |
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b******r 发帖数: 16603 | 47 重仓的话,再加75扑保护吧。变成covered call加strangle了。 |
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b******r 发帖数: 16603 | 48 对了,8/5上WTW的strangle! 靠也无妨! |
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w***y 发帖数: 2537 | 49 刚看到几个羊老院的ER都是大瀑布。 mm太黑了。
strangle可能比较安全。 |
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w***y 发帖数: 2537 | 50 用股票赌er还是风险太大
这几个做Strangle都是赚, 当然是MHP, 呵呵 |
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