认为马上要反转,并且全仓赌了的,建议(不收费)

作一个collar:

buy spx 1000 put, write spx 1120 call. 这两个strike price可以根据自己对风险的控制而定.但是最好做无成本交易.

坏处是, 到期日要选好.还有,害鸡后,要脱时就要全脱.不能留一半.



这个笨方法熊弟们也可以用.

所有跟帖： 

• 如果涨就大亏？ -26岛- ♂ (0 bytes) () 06/05/2010 postreply 19:40:46

• 啊?打回去重写 -putwriter- ♂ (0 bytes) () 06/05/2010 postreply 19:41:18

• 大涨大亏。 可以买保险吗？ -寻谱- ♀ (0 bytes) () 06/05/2010 postreply 19:43:14

• 说的就是买无本保险 -putwriter- ♂ (0 bytes) () 06/05/2010 postreply 19:47:36

• 哦，你是说已经全仓买了的可以做这个组合对冲万一下跌的风险，对不对？ -26岛- ♂ (0 bytes) () 06/05/2010 postreply 19:52:33

• 是的.否则即使最后对了,因为心脏受不了割了多可惜. -putwriter- ♂ (0 bytes) () 06/05/2010 postreply 19:53:37

• 但现在的v会不会太高了，put贵 -26岛- ♂ (24 bytes) () 06/05/2010 postreply 19:56:40

• 真是这样的,要么卖1110的,要么多掏点儿? -putwriter- ♂ (0 bytes) () 06/05/2010 postreply 20:00:30

• 算了，其实也不关我事 -26岛- ♂ (0 bytes) () 06/05/2010 postreply 20:01:17

• 最大损失也接近6％呀 -26岛- ♂ (0 bytes) () 06/05/2010 postreply 20:05:07

• 没有免费的午餐.你可以把上下都缩小,例如3%?也不少了. -putwriter- ♂ (0 bytes) () 06/05/2010 postreply 20:07:28

• 涨的话put就跌，call就涨 -26岛- ♂ (0 bytes) () 06/05/2010 postreply 19:43:11

• 新的portfolio是一个bull call spread -putwriter- ♂ (0 bytes) () 06/05/2010 postreply 19:44:06

• 赌涨当然不能delta neutral了.要么还做什么劲呀. -putwriter- ♂ (24 bytes) () 06/05/2010 postreply 19:46:43

• 哦，1120call，那也挺远的 -26岛- ♂ (0 bytes) () 06/05/2010 postreply 19:45:27

• 自己定strike啦. -putwriter- ♂ (0 bytes) () 06/05/2010 postreply 19:47:54

• A little bit late now. -walker789- ♂ (107 bytes) () 06/05/2010 postreply 19:47:42

• i have come to realize CC is poison -putwriter- ♂ (0 bytes) () 06/05/2010 postreply 19:49:11

• 回复：i have come to realize CC is poison/Why -walker789- ♂ (197 bytes) () 06/05/2010 postreply 19:56:59

• if you do not want to sell your stock, fine -putwriter- ♂ (71 bytes) () 06/05/2010 postreply 20:02:23

• 回复：if you do not want to sell your stock, fine -walker789- ♂ (122 bytes) () 06/05/2010 postreply 20:07:15

• i would rather trade stock than adjusting calls. -putwriter- ♂ (0 bytes) () 06/05/2010 postreply 20:08:27

• Selling FAT time value when market is volatile. -walker789- ♂ (119 bytes) () 06/05/2010 postreply 20:11:33

• but you still run the risk of writing call @ bottom, right? -putwriter- ♂ (0 bytes) () 06/05/2010 postreply 20:13:58

• 回复：but you still run the risk of writing call @ bottom, right? -walker789- ♂ (106 bytes) () 06/05/2010 postreply 20:21:26

• 方法不错，建议开始收费 -回国聚会- ♀ (0 bytes) () 06/05/2010 postreply 19:48:45

• 老大帮我做市场推广? -putwriter- ♂ (0 bytes) () 06/05/2010 postreply 19:50:25

• Ｓｅｌｌ　１１２０　　Ｃａｌｌ，　Ｂｕｙ　１１５０　Ｃａｌｌ？　 -寻谱- ♀ (0 bytes) () 06/05/2010 postreply 19:53:11

• what position do you assume on hand now? -putwriter- ♂ (0 bytes) () 06/05/2010 postreply 19:54:10

• FullCash -寻谱- ♀ (0 bytes) () 06/05/2010 postreply 19:58:10

• then this strategy does not apply. it is for -putwriter- ♂ (120 bytes) () 06/05/2010 postreply 20:03:54

• ain't expert. but i guess that's bet the target price fall b/t 1 -iwilltryagain- ♂ (17 bytes) () 06/05/2010 postreply 20:02:37

• yes. -putwriter- ♂ (0 bytes) () 06/05/2010 postreply 20:04:34

• thx -putwriter- ♂ (0 bytes) () 06/05/2010 postreply 19:54:58

• good idea -iwilltryagain- ♂ (213 bytes) () 06/05/2010 postreply 19:55:51

• that is the beauty of options -putwriter- ♂ (43 bytes) () 06/05/2010 postreply 19:56:56

• Some have stocks, no SPY position. -walker789- ♂ (143 bytes) () 06/05/2010 postreply 20:03:13

• SPY is just an example. they can trade collar -putwriter- ♂ (16 bytes) () 06/05/2010 postreply 20:06:04

• SPX shuld be below 1085 in this OE days -FaCai168- ♂ (0 bytes) () 06/05/2010 postreply 20:38:25