引用:
原帖由 fatpat 於 2014-3-6 18:30 發表
基本按金 ~$31150
ATM Premium ~180pts
Assume $50/pts
Drop to and settle @9000
Max margin <$40000
ROI 40 x $50 / $40000 = 5%
Current HHI 9237, ~2% from 9000
Initial margin now $21,975
Unrealized loss (89 - 40) x $50 = $2450
Assume 80% M. Margin, so ~$20,000+ margin requirement now.
Just to show that playing naked you really have to plan ahead for risk management.
I did Jan SP222, although settled above 222, but when it dropped to 218,
I was being call margin, took the loss and seeing it back up and expired worthless