KM88

牛熊證總街貨量變化               
收回區        相對期指張數        一日相對期指張數變化
20,300-20,399        414         184
20,200-20,299        31         30
20,100-20,199        119         119
上日收市價 : 19,200                 
19,100-19,199        684         (337)
19,000-19,099        583         (192)
18,900-18,999        216         (10)
18,800-18,899        805         (182)
18,700-18,799        116         46
18,600-18,699        367         71
18,500-18,599        261         51

棋子初哥

早晨啊！

美股又跌-156點！

KM88

[5/18/2012 8:20:15 AM]: 指數對期貨的合理價值：

香港恆生期貨
五月：-112.30
六月：-328.65

國企期貨
五月：-42.94
六月：-291.49
資料由 Bloomberg 提供.

[5/17/2012 8:17:00 AM]: 指數對期貨的合理價值：

香港恆生期貨
五月：-114.38
六月：-330.70

國企期貨
五月：-42.62
六月：-291.18
資料由 Bloomberg 提供.

smun

Bad Friday

OK~

引用:

原帖由 fatpat 於 2012-5-17 16:58 發表
I just did before closing BEAR PUT SPREAD

JUN L180P  @384
JUN S178P  @330
MAY S168P @33
Debit 21pts ~$1200.

Assume that May won't drop below 16800
(Drop 200pts (1%) per day, 9 days to closing => 19000 - 1800 = 17200,
anyway if it drop below 180 this month, the Jun spread wins 179pts already)

If I have more margin, then I will do May S168P x 2.

Now probably I will SP130 next month to get back my costs.

If May closed above 18000, then I have 5000pts buffer in Jun (18000 - 5000 = 13000),
you can close the set in the meantime.

This set fits the SWAN (Sleep Well At Night) very well.

Another set, target bigger drop thus bigger potential return,
and of course less likely to win the maximum.

JUN L170P  @195
JUN S160P  @111
MAY S168P @27
Debit 57pts ~$3000.

P.S. I will reserved $50K margin for each set (for 1 naked short)

得Fatpat兄詳盡的分析, 大家對開倉策略 & 智慧相信得益不少

OK~

引用:

原帖由 paaq 於 2012-5-17 23:05 發表
ADR 已跌多3百幾，呢d "A5和牛"恐怕一開即熟

承如Paaq兄所言, 187牛相信亦不能幸免

KM88

19,100-19,199        684      
19,000-19,099        583        
18,900-18,999        216      
18,800-18,899        805     

all killed

odinchu

d牛死得7788......

OK~

引用:

原帖由 odinchu 於 2012-5-18 09:28 發表
d牛死得7788......

或者, 是次下跌已不在於宰牛

odinchu

難道是大戶間的撕殺?