2011年8月22日星期一

單買雙沽,因為期權價位是雙數,價位最好向著雙數方向走。

最好是在單數位字落腳,購買雙數升幅(認購期權)或購買雙數跌幅(認沽期權),做賣家Margin太大,影響Cashflow或根本無那麼多


binomial option price model(二分法):即看期貨現價,去分拆兩個價位去表達現價上的probability(Trending-High-Probability:THP)或現價下的probability(Trending-Low-Probability:TLP)

例如: 期貨現價處於19187水平(以每100點計算),TLP:187%--> 19000冋THP: 87%--> 19200



  1. http://www.etnet.com.hk/www/tc/stocks/indexes_chart.php?subtype=HSI
  2. wait for 19100 towards either 19200or19000, not buying at the moment(+-10pts)
  3. call/put is aim by the holy spirit, not my decision. Although, I know it goes up stead(either buy expensive call or cheap put) or goes down (either buy expensive put or cheap call)

Sam's theory with wave goes up and down, set boundary, i.e. trading range and goes beyond or within. 

1 則留言:

Sam 說...

STAY FOCUS ON WHAT WE ARE DOING, NOT GLANCE IT AND THEN MOVE BACKWARD AND TELL YOURSELF I AM SAFE, NO NEED TO CHANGE.