n******a
发帖数: 438 | |
f*****g
发帖数: 2092 | |
f*****g
发帖数: 2092 | |
d******l
发帖数: 1952 | |
n*******s
发帖数: 17267 | |
n******a
发帖数: 438 | 6 捞吧，不要总想赶在最低点，错过了怕是再没机会了。。。 |
l*****o
发帖数: 19235 | |
f*****g
发帖数: 2092 | |
k******0
发帖数: 340 | |
t***i
发帖数: 204 | |
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y****2
发帖数: 296 | |
r*****e
发帖数: 7853 | 12 这货捞十回赚一回？
[在 naxiehua (那些话儿) 的大作中提到：]
:大盘最后一次苟延残喘，月底前暴跌。。。 |
Q********g
发帖数: 2465 | |
E***r
发帖数: 1037 | 14 rolled down my short call to 32 (from 40) to squeeze more premiums |
c******a
发帖数: 4400 | 15 high hand call. 这把你赚爽了吧。其实在顶上还真的没有什么低风险能赚钱的操作，
只能闭着眼睛烧靠，买put简直赚不了啥
I'm keeping my short. hehe
【在 E***r 的大作中提到】
: rolled down my short call to 32 (from 40) to squeeze more premiums
|
Q********g
发帖数: 2465 | 16 为毛UVXY
从30到40每个strike的靠之间差价那么少
而看看扑各stike之间差价就大了 |
r*****e
发帖数: 7853 | 17 概率吧，pdf不对称
[在 QiuFasheng (邱发生～寻风流小湿妹) 的大作中提到：]
:为毛UVXY
:从30到40每个strike的靠之间差价那么少
:而看看扑各stike之间差价就大了 |
E***r
发帖数: 1037 | 18 It has more to do with luck as opposed to skills, to be honest.
After the roll-down, I double-checked the UVXY volatility chart,
and realized its IV was no longer overstating HV. In other words,
there is not enough short-term premiums to squeeze,
with respect to the risk I am taking.
I was probably too aggressive and greedy. It could backfire
if VIX spikes again.
Rolling down to only ~35, rolling out for one additional month,
or closing out half of the positions, might have been a safer trade.
【在 c******a 的大作中提到】
: high hand call. 这把你赚爽了吧。其实在顶上还真的没有什么低风险能赚钱的操作，
: 只能闭着眼睛烧靠，买put简直赚不了啥
: I'm keeping my short. hehe
|
E***r
发帖数: 1037 | 19 Stock prices follow log-normal distribution;
they can only drop to zero, but can shoot up to infinity in theory.
It is possible for UVXY to shoot up 100x if the market crashes.
Many people are betting on it, so they bid up the call prices on all strikes.
【在 Q********g 的大作中提到】
: 为毛UVXY
: 从30到40每个strike的靠之间差价那么少
: 而看看扑各stike之间差价就大了
|
y****2
发帖数: 1017 | 20 盘前uvxy瞬间从29.99飙到31.5了。1.5/30 = 5%.
这就是五个百分点了 |
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w********9
发帖数: 8613 | 21 这东西最近有5个交易日过了40，甚至到了45。敢在30出头做空也是胆大。 |
f*****g
发帖数: 2092 | 22 uvxy! UP! UP! UP!
然后今天再看要不要出了UVXY，抄底大盘 |
w********9
发帖数: 8613 | |
S*******s
发帖数: 13043 | 24 what is HV?
【在 E***r 的大作中提到】
: It has more to do with luck as opposed to skills, to be honest.
: After the roll-down, I double-checked the UVXY volatility chart,
: and realized its IV was no longer overstating HV. In other words,
: there is not enough short-term premiums to squeeze,
: with respect to the risk I am taking.
: I was probably too aggressive and greedy. It could backfire
: if VIX spikes again.
: Rolling down to only ~35, rolling out for one additional month,
: or closing out half of the positions, might have been a safer trade.
|
w********9
发帖数: 8613 | |
f*****g
发帖数: 2092 | |
w********9
发帖数: 8613 | 27
买dips
不要追高
【在 f*****g 的大作中提到】
: 跟上，买入UVXY
|
f*****g
发帖数: 2092 | 28 恩，跟你的帖子，在31.5附近买了
已经清了
有大牛说今天会收率，新高在即
【在 w********9 的大作中提到】
:
: 买dips
: 不要追高
|
w********9
发帖数: 8613 | 29
今天变绿很难
最后一个小时day traders都想退场
现在没多少时间了
【在 f*****g 的大作中提到】
: 恩，跟你的帖子，在31.5附近买了
: 已经清了
: 有大牛说今天会收率，新高在即
|
w********9
发帖数: 8613 | |
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w********9
发帖数: 8613 | |
E***r
发帖数: 1037 | 32 Historical volatility (HV), or realized volatility
is the actual volatility computed from stock price movement.
Implied volatility (IV) is computed from option prices
based on the B-S options pricing model.
The main argument of the short-volatility school is that
IV usually overstates HV, especially in high IV environment,
rendering short-volatility statistically profitable.
【在 S*******s 的大作中提到】
: what is HV?
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