引用:
原帖由 sinding 於 2013-5-10 13:34 發表
14年3月
Put 200 成交1200張 507點,
Call 256 成交1200張 冇价?
Put 200 成交1200張
冇价
Call 256 成交1200張 冇价
Assume 2014 Mar Future @22810 (= 2013 Dec)
200P @507 => IV ~19
IV 19 => 256C ~680
Assume 200P + 256C premium ~1200,
so I will guess BB think market within 18800 - 26800
Ha Ha signal to short anything below 18400 and/or above 27200 this year
P.S. Short at your own risk, and don't blame me if you lose