看得眼花缭乱。这个计策比writeCC好是把向上的覆盖率提高了

本帖于 2025-05-28 15:04:00 时间, 由普通用户 gladys 编辑

For writing CC at $150 (premium $4.50):

  • f NVDA stays below $150: You keep the premium, and your shares.

  • If NVDA rises above $150: Your shares are called away at $150, and you keep the premium. Your total gain = ($150 − $142) × 100 + $450 = $1250.

  • If NVDA goes to $160+: Your upside is capped at $150 + premium = $154.50 effective sale price. You miss gains above that. 

下面是蝴蝶部分的分析(AI 提供)

To avoid the open-ended risk above $165, consider:

  • 1× Buy @ $150

  • 2× Sell @ $160

  • 1× Buy @ $170

This forms a balanced butterfly or a broken wing with no naked short leg.

 

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是有点昏,哈哈 -BrightLine- 给 BrightLine 发送悄悄话 BrightLine 的博客首页 (0 bytes) () 05/28/2025 postreply 14:54:41

我觉得应该可以建立一个数学模型,做个小程序来帮助制定一个Option 计划 -桃花源里人家- 给 桃花源里人家 发送悄悄话 桃花源里人家 的博客首页 (0 bytes) () 05/28/2025 postreply 15:13:17

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