引用:
原帖由 MT99 於 2012-7-26 01:50 發表
Without the long positions, the P/L graph would look like this.
Thks MT SIR for the advice.
This set is tailor to the margin requirement.
Originally ratio spread 1:1:2 both side, only need margin for 2 naked contracts per set.
However, without the long, need margin for 3 naked contracts per set,
50% more margin.
Assume 192 this morning, take profit the Call set
SC192 x 1 @93
LC194 x 1 @33
LC198 x [email=2@5]2 @5[/email]
Lock profit 50points, (**less ~20points cost, net profit ~30points)
If more agressive, leave SC198 open (10 more points) or hold the set until Monday.