引用:
原帖由 lapetite 於 2011-10-28 18:53 發表
KM c hing,
Could it be possible that big friend began to place their Dec Put butterfly today,
What I don’t understand is that 11 intervals on each side, is the spread too wide for butterfly? 謝指 ...
昨日的dec-put140 at 52pt. o/i +825
166 at 185pt. o/i +1910
190 at 545pt. o/i +754
我搵不到這種put扣的資料,不敢評論
dec-call198 o/i 9000
208 o/i 15000
220 o/i 6000
不是正路的1:2:1蝴蠂扣
通常的2種做法及盈/虧
1)LC198+SC208x2+LC220
lost期權金below198,win between198-220,win most at 208,lost 期權金above220
2)SC198+LC208x2+SC220
win期權金below198,lost between 198-220-, lost most at 208,win期權金above220
但近3個月的上/下波幅有4000點,很難講會否到達/食一輪驚風散!