AAPL's Bollinger Band is extremely narrow - 未名空间MITBBS历史存档

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AAPL's Bollinger Band is extremely narrow

AAPL's Bollinger Band is extremely narrow# Stock

p*a2013-01-08 08:01

1 楼

A good strategy is to bet its volatilty (either up or down).
An optiona play exmaple: buy 01Feb 550 Call and Sell 575 Call; and at the
same time buy 01FEB 500 Put and Sell 475 Put. One contract of combination
cost $1200, if AAPL can
close above 575 or below 475 by Feb, your profit is up to $1300 per contract
(108% profit).

s*a2013-01-08 08:01

2 楼

nice. what would the worst case be?

Y*Y2013-01-08 08:01

3 楼

破布

【在 s****a 的大作中提到】

: nice. what would the worst case be?

B*r2013-01-08 08:01

4 楼

If it does not move much.

【在 s****a 的大作中提到】

: nice. what would the worst case be?

p*a2013-01-08 08:01

5 楼

If AAPL close between 500 and 550, then you lost all of your premium ($1200
per contract).
The break even point is >= 562 or <= 488.

【在 s****a 的大作中提到】

: nice. what would the worst case be?

p*a2013-01-08 08:01

6 楼

Yes, that is the worst case, but I think this is a better way to play AAPL
at current situation if you really want to play it. Remember there is an ER
event before Feb, so it is unlikely that AAPL will not move much by then.
Alternative is to stay way from it.

【在 B**********r 的大作中提到】

: If it does not move much.

s*s2013-01-08 08:01

7 楼

Usually it goes to your worst case, when it touches your limits several
times.

ER

【在 p****a 的大作中提到】

: Yes, that is the worst case, but I think this is a better way to play AAPL
: at current situation if you really want to play it. Remember there is an ER
: event before Feb, so it is unlikely that AAPL will not move much by then.
: Alternative is to stay way from it.

p*a2013-01-08 08:01

8 楼

Why? This is a bet with edge > 50%.

【在 s******s 的大作中提到】

: Usually it goes to your worst case, when it touches your limits several
: times.
:
: ER

s*s2013-01-08 08:01

9 楼

这种bet首先要做好见外婆的准备,一般靠近OE的时候还在你的losing range的时候很难
有hold的心态了,我一般怕外婆就割了.

【在 p****a 的大作中提到】

: Why? This is a bet with edge > 50%.

p*a2013-01-08 08:01

10 楼

这种bet不能全仓上啊，一般也就拿5%的钱赌一把的。

【在 s******s 的大作中提到】

: 这种bet首先要做好见外婆的准备,一般靠近OE的时候还在你的losing range的时候很难
: 有hold的心态了,我一般怕外婆就割了.

p*a2013-01-08 08:01

11 楼

It is already 13.3 now (+10% increase).

contract

【在 p****a 的大作中提到】

: A good strategy is to bet its volatilty (either up or down).
: An optiona play exmaple: buy 01Feb 550 Call and Sell 575 Call; and at the
: same time buy 01FEB 500 Put and Sell 475 Put. One contract of combination
: cost $1200, if AAPL can
: close above 575 or below 475 by Feb, your profit is up to $1300 per contract
: (108% profit).

p*a2013-01-08 08:01

12 楼

我这个trade明天要赚翻了吧。

contract

【在 p****a 的大作中提到】