引用:
原帖由 fatpat 於 2013-10-18 16:02 發表
Let's try to see whether it is true.
Oct SP226 @50 IV 15.7 (Margin ~58000)
Nov LP226 @214 IV 15.7 (Margin <10000)
Oct SC236 @88 IV 12.4
Nov LC236 @300 IV 14.0
Total Margin for both side assume <20000
P.S. As the IV is very low on Oct SC, really wonder whether the market will go up a lot.
Total Margin for both side assume <$20000, I think it should be 376 x $50 = $18800
18 21
Oct SP226 50 / 30 /
Nov LP226 214 / 176 /
Oct SC236 88 / 89 /
Nov SC236 300 / 308 /
376 / 365 /
Loss 11pts as of today