i***h
发帖数: 12655 | 1 现在这个点位, OE前估计要么上要么下, 不会停在这里
我声明我没搞 | T*********s
发帖数: 17839 | | B******y
发帖数: 2255 | 3 straddle? 打算怎么弄，设什么时间，weekly的话得等ER吧？现在搞横盘个两天就麻烦了，两边亏。
【在 i***h 的大作中提到】
: 现在这个点位, OE前估计要么上要么下, 不会停在这里
: 我声明我没搞
| i***h
发帖数: 12655 | 4 同时买 430靠(2.3) 和410扑(1.8)
【在 T*********s 的大作中提到】
: 怎么搞？
| e*******0
发帖数: 367 | 5 这是strangle，不是straddle,而且AAPL ER 的价格波动未必超过30. AAPL 是24号ER，
当月的option 20号过期，只能搞后一周的weekly Option。
【在 i***h 的大作中提到】
: 同时买 430靠(2.3) 和410扑(1.8)
| a****g
发帖数: 8131 | 6 in ER week, the option will be much more expensive, a few folder more
expensive at your mentioned strike prices
【在 i***h 的大作中提到】
: 同时买 430靠(2.3) 和410扑(1.8)
| B******y
发帖数: 2255 | 7 In finance, a strangle is an investment strategy involving the purchase or
sale of particular option derivatives that allows the holder to profit based
on how much the price of the underlying security moves, with relatively
minimal exposure to the direction of price movement. The purchase of
particular option derivatives is known as a long strangle, while the sale of
the option derivatives is known as a short strangle. It is related to a
similar option strategy known as a straddle. If a big move is expected in
the underlying but the direction is not surely known (like when a company is
announcing result, or a federal bank is making some policy announcement),
straddle and strangle are two options strategies that can be used in such a
case. Both strategies consist of buying an equal number of call and put
options with the same expiry date.[1]
[edit] Long strangle
Payoffs of buying a strangle spread.The long strangle involves going long (
buying) both a call option and a put option of the same underlying security.
Like a long straddle, the options expire at the same time, but unlike a
straddle, the options have different strike prices. The owner of a long
strangle makes a profit if the underlying price moves far enough away from
the current price, either above or below. Thus, an investor may take a long
strangle position if he thinks the underlying security is highly volatile,
but does not know which direction it is going to move. This position is a
limited risk, since the most a purchaser may lose is the cost of both
options. At the same time, there is unlimited profit potential.[2]
[edit] Strangle PremiumIn FX options trading people sometimes talk about the
strangle premium. It indicates how much above the at-the-money vol the two
out-of-the-money strangle vols are. The strangle premium is a measure of the
curvature of the volatility smile. Mathematically, for a given maturity,
the 25 strangle premium is:
S25 = σput,25 − 2σatmf + σcall,25
where σput,25 is the vol of the put with the strike chosen to give a delta
of -25%.
σcall,25 is the vol of the call with the strike chosen to give a delta of
25%.
and σatmf is the vol of call with strike set to the forward.
Another important thing to keep in mind that when a big move is expected in
any underlying, market usually price the option higher. So Premium increases
in such case which can affect your payout.[3]
【在 e*******0 的大作中提到】
: 这是strangle，不是straddle,而且AAPL ER 的价格波动未必超过30. AAPL 是24号ER，
: 当月的option 20号过期，只能搞后一周的weekly Option。
| i***h
发帖数: 12655 | 8 现在这个点位, OE前估计要么上要么下, 不会停在这里
我声明我没搞 | T*********s
发帖数: 17839 | | B******y
发帖数: 2255 | 10 straddle? 打算怎么弄，设什么时间，weekly的话得等ER吧？现在搞横盘个两天就麻烦了，两边亏。
【在 i***h 的大作中提到】
: 现在这个点位, OE前估计要么上要么下, 不会停在这里
: 我声明我没搞
| i***h
发帖数: 12655 | 11 同时买 430靠(2.3) 和410扑(1.8)
【在 T*********s 的大作中提到】
: 怎么搞？
| e*******0
发帖数: 367 | 12 这是strangle，不是straddle,而且AAPL ER 的价格波动未必超过30. AAPL 是24号ER，
当月的option 20号过期，只能搞后一周的weekly Option。
【在 i***h 的大作中提到】
: 同时买 430靠(2.3) 和410扑(1.8)
| a****g
发帖数: 8131 | 13 in ER week, the option will be much more expensive, a few folder more
expensive at your mentioned strike prices
【在 i***h 的大作中提到】
: 同时买 430靠(2.3) 和410扑(1.8)
| B******y
发帖数: 2255 | 14 In finance, a strangle is an investment strategy involving the purchase or
sale of particular option derivatives that allows the holder to profit based
on how much the price of the underlying security moves, with relatively
minimal exposure to the direction of price movement. The purchase of
particular option derivatives is known as a long strangle, while the sale of
the option derivatives is known as a short strangle. It is related to a
similar option strategy known as a straddle. If a big move is expected in
the underlying but the direction is not surely known (like when a company is
announcing result, or a federal bank is making some policy announcement),
straddle and strangle are two options strategies that can be used in such a
case. Both strategies consist of buying an equal number of call and put
options with the same expiry date.[1]
[edit] Long strangle
Payoffs of buying a strangle spread.The long strangle involves going long (
buying) both a call option and a put option of the same underlying security.
Like a long straddle, the options expire at the same time, but unlike a
straddle, the options have different strike prices. The owner of a long
strangle makes a profit if the underlying price moves far enough away from
the current price, either above or below. Thus, an investor may take a long
strangle position if he thinks the underlying security is highly volatile,
but does not know which direction it is going to move. This position is a
limited risk, since the most a purchaser may lose is the cost of both
options. At the same time, there is unlimited profit potential.[2]
[edit] Strangle PremiumIn FX options trading people sometimes talk about the
strangle premium. It indicates how much above the at-the-money vol the two
out-of-the-money strangle vols are. The strangle premium is a measure of the
curvature of the volatility smile. Mathematically, for a given maturity,
the 25 strangle premium is:
S25 = σput,25 − 2σatmf + σcall,25
where σput,25 is the vol of the put with the strike chosen to give a delta
of -25%.
σcall,25 is the vol of the call with the strike chosen to give a delta of
25%.
and σatmf is the vol of call with strike set to the forward.
Another important thing to keep in mind that when a big move is expected in
any underlying, market usually price the option higher. So Premium increases
in such case which can affect your payout.[3]
【在 e*******0 的大作中提到】
: 这是strangle，不是straddle,而且AAPL ER 的价格波动未必超过30. AAPL 是24号ER，
: 当月的option 20号过期，只能搞后一周的weekly Option。
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