fatpat

引用:

原帖由 fatpat 於 2012-11-16 11:27 發表


SP212 x 1 @219
LP214 x 1 @300
LC214 x 1 @313
SC216 x 1 @217

Loss 192.4, Delta -0.014, Gamma 0, Theta -0.73, Vega 1.222
BE ~ 21223, 21577

Oooops, this strategy is used for IV low and target to brea ...

Anyway, better to do only one side, said Bull Spread for uptrend or Bear Spread for downtrend.

fatpat

引用:

原帖由 fatpat 於 2012-11-16 11:40 發表


Anyway, better to do only one side, said Bull Spread for uptrend or Bear Spread for downtrend.

OK, I do said "OR" in my post, not "and" to do both side

fatpat

引用:

原帖由 fatpat 於 2012-11-12 17:28 發表
If the IV is higher, Iron Condor is also a good choice, as you know
the maximum risk (~$5K?) when you place the trade.
LC222 + SC220 + SP210 + LP208 ...

Strategy 6 Iron Condor

LP208 @104
SP210 @152
SC220 @90
SC222 @55

Loss 243.5, Delta 0.073, Gamma 0, Theta 2.641, Vega -4.416
BE ~ 20917, 22083

P.S. I just read a webinar on Iron Condor last night, if you are good at finding resistance & support,
        with adjustment, it is indeed a very good income strategy.

fatpat

The origial plan is to review on next Monday and the Monday after,
because most income strategies do well after the weekend, due to the Theta.

I will try to post the summary on Monday with the Maximum Potential Profit,
if I have time

lyt

引用:

原帖由 fatpat 於 2012-11-16 11:54 發表
The origial plan is to review on next Monday and the Monday after,
because most income strategies do well after the weekend, due to the Theta.

I will try to post the summary on Monday with the Maximu ...

thank you ching, but which solution you will choose !

CB900

大代pc n 2d3 n rp，看來209亦是密集區，應可暫守住20972--0.382

sinding

1月行使价加咗碼。

fatpat

引用:

原帖由 lyt 於 2012-11-16 12:04 發表


thank you ching, but which solution you will choose !

I will use my favorite - Strangle + naked Short, as it has a borader range.

However, it needs lots of margin.

Otherwise the Double Short Straddle + Butterflies is very good too.

kck123

thanks!!!!

KM88

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