Option != Futures

来源: 2014-07-22 09:58:44 [旧帖] [给我悄悄话] 本文已被阅读:

you are dealing with weekly options, not futures

期货 =futures 

do you know why you are making money? 

also you have several assignments. that is NOT 百发百中,全部胜出.

when mkt is trading in narrow range, short vol to exploit time decay is good strategy, but selling vol is a classical negative skew strategy. a finance professor did similar thing in the early 00s and made 3M. then blown up and lost all earnings plus retirement savings and then was forced to go back to work at old age. 

option premia and time decay are not wild flowers on the road side. you can pay a high price to pick them. if you do not have good risk managment it is more like poison ivy. professionals call this picking up nickels in front of a steamroller.