100元做的10个相差一天的 bearish spread。 - 未名空间MITBBS历史存档

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100元做的10个相差一天的 bearish spread。

100元做的10个相差一天的 bearish spread。# Stock

G*m2011-06-24 07:06

1 楼

06/23/2011 YOU SOLD OPENING TRANSACTION
P80 PUT (IWM) ISHARES TR RUSSELL JUN 30 11 $80 (100 SHS)
Margin Contracts: -10.000 Price: $1.10 Amount: $1,084.29
Comm: $15.45
Fees: $0.26
Settlement Date: 06/24/2011
06/23/2011 YOU BOUGHT OPENING TRANSACTION
P80 PUT (IWM) ISHARES TR RUSSELL JUL 01 11 $80 (100 SHS)
Margin Contracts: +10.000 Price: $1.19 Amount: -$1,197.73
Comm: $7.50
Fees: $0.23
Settlement Date: 06/24/2011

G*m2011-06-24 07:06

2 楼

频谱仪器

G*m2011-06-24 07:06

3 楼

typo
碰碰运气。

x*72011-06-24 07:06

4 楼

straddle?

【在 G*******m 的大作中提到】

: 06/23/2011 YOU SOLD OPENING TRANSACTION
: P80 PUT (IWM) ISHARES TR RUSSELL JUN 30 11 $80 (100 SHS)
: Margin Contracts: -10.000 Price: $1.10 Amount: $1,084.29
: Comm: $15.45
: Fees: $0.26
: Settlement Date: 06/24/2011
: 06/23/2011 YOU BOUGHT OPENING TRANSACTION
: P80 PUT (IWM) ISHARES TR RUSSELL JUL 01 11 $80 (100 SHS)
: Margin Contracts: +10.000 Price: $1.19 Amount: -$1,197.73
: Comm: $7.50

G*m2011-06-24 07:06

5 楼

calendar put debit spread.

【在 x****7 的大作中提到】

: straddle?

x*72011-06-24 07:06

6 楼

how would you win?

【在 G*******m 的大作中提到】

: calendar put debit spread.

G*m2011-06-24 07:06

7 楼

1）if volatility goes up
2）if close near $80 the end of 0630
3）if 0701 has a sudden drop (very unlikely)

【在 x****7 的大作中提到】

: how would you win?

G*m2011-06-24 07:06

8 楼

Sold 5 IWM 0630 $79 put。
Hope that we can establish a free (or paid) calendar debit spread later.

g*u2011-06-24 07:06

9 楼

If you are interested in leverage, es mini may be a better vehicle.
Better yet, tt doesn't require much seed capital, which gives you the option
to start small and hone your techniques.

【在 G*******m 的大作中提到】

w*s2011-06-24 07:06

10 楼

lol glad to see guanjiu became salesman of emini
es rocks

option

【在 g*****u 的大作中提到】

: If you are interested in leverage, es mini may be a better vehicle.
: Better yet, tt doesn't require much seed capital, which gives you the option
: to start small and hone your techniques.

x*72011-06-24 07:06

11 楼

if it closes near $80 on 06/30, you get credit from your selling put. But
with only one day left, your buying put is worth very little. I guess you
are counting on the price range of a day to get some residual value out of
the remaining put on 7/1. Is this right?

【在 G*******m 的大作中提到】

: 1）if volatility goes up
: 2）if close near $80 the end of 0630
: 3）if 0701 has a sudden drop (very unlikely)

i*r2011-06-24 07:06

12 楼

拭目以待，到时候记得update

G*m2011-06-24 07:06

13 楼

期货要害死人的。

option

【在 g*****u 的大作中提到】

: If you are interested in leverage, es mini may be a better vehicle.
: Better yet, tt doesn't require much seed capital, which gives you the option
: to start small and hone your techniques.

G*m2011-06-24 07:06

14 楼

anything is possible.
short leg may be closed early enough (if goes up big first), or, if IWM closes below 80 this calendar spread could become either bullish or bearish vertical put spread (selling 0701 79 or 81)

【在 x****7 的大作中提到】

: if it closes near $80 on 06/30, you get credit from your selling put. But
: with only one day left, your buying put is worth very little. I guess you
: are counting on the price range of a day to get some residual value out of
: the remaining put on 7/1. Is this right?