引用:
原帖由 fatpat 於 2013-2-15 14:56 發表
With the assumption that Apr not higher than 25000,
you can sleep better with the APR SC250
(IV 13.3 Delta 0.134)
You can use it as a confirmation indication.
P.S. Using VHSJ3 ~16.9, 1SD for 73 ...
UPDATE (Correction) using Future price 23380, VHSI 16.9, 1SD for 73 days, the estimated range is
21613 - 25147
So my small butterflies APR SP214 / SC252 is still out of range.
P.S. Just use all the stat to help manage the positions.