引用:
原帖由 OK~ 於 2012-3-28 15:41 發表
而眼見下月IV頗低, 讓人有LC/LP的衝動
Same for today.
APR LC212 @190 (IV ~17.5)
APR SC216 @ 97 (IV ~17.5)
WIN : LOSS RATIO 93:307 ~1:3.3
Max loss 93 x $50 = $4650
Today 206 only 1000pts away, very attractive.
Also
APR LP200 @200 (IV ~19.6)
APR SP194 @93 (IV ~21.3)
WIN : LOSS RATIO 107:493 ~1:4.6
Max loss 107 x $50 = $5350
Today 206 only 1200pts away, even more attractive