G*m
2 楼
为什么会提出这个问题呢?
以EDZ/EDC 为例,这对3X,上下幅度很大,时间价值贵。
我卖的EDZ,25的put,很快就超过了30元,所以甚是浪费。
而今,EDZ已经跌破了25,所以可能被assign。
以EDZ/EDC 为例,这对3X,上下幅度很大,时间价值贵。
我卖的EDZ,25的put,很快就超过了30元,所以甚是浪费。
而今,EDZ已经跌破了25,所以可能被assign。
G*m
4 楼
所以如果被assign之后,适当卖call,再到30元的时候,就变成naked call,进入
double/roll的程序。
double/roll的程序。
G*m
6 楼
盲目的sell calls,很容易吃亏,除非极少量。
j*b
7 楼
Time decay is not god. Selling puts on positive 3x etf limits your loss in
severe down trend. Selling reversed 3x etf calls can get your account killed
in a bear market, in which 3x etf can easily double. Just like it did
recently.
I'm still wondering what is your alpha and beta on your 3x etf trades. I
have the impression that you have small position, and your short position is
hedged by your long position. So to evaluate your strategy on these 3x etfs
, it's really helpful if you can estimate your alpha and beta just on these
trades alone.
and
【在 B**********r 的大作中提到】
: This is not the best strategy. When you sell put, you long that 3x ETF, and
: you lose on volatility decay.
: So instead of selling put, you sell calls on the opposite 3x ETF.
severe down trend. Selling reversed 3x etf calls can get your account killed
in a bear market, in which 3x etf can easily double. Just like it did
recently.
I'm still wondering what is your alpha and beta on your 3x etf trades. I
have the impression that you have small position, and your short position is
hedged by your long position. So to evaluate your strategy on these 3x etfs
, it's really helpful if you can estimate your alpha and beta just on these
trades alone.
and
【在 B**********r 的大作中提到】
: This is not the best strategy. When you sell put, you long that 3x ETF, and
: you lose on volatility decay.
: So instead of selling put, you sell calls on the opposite 3x ETF.
G*m
8 楼
killed
is
etfs
these
【在 j***b 的大作中提到】
: Time decay is not god. Selling puts on positive 3x etf limits your loss in
: severe down trend. Selling reversed 3x etf calls can get your account killed
: in a bear market, in which 3x etf can easily double. Just like it did
: recently.
: I'm still wondering what is your alpha and beta on your 3x etf trades. I
: have the impression that you have small position, and your short position is
: hedged by your long position. So to evaluate your strategy on these 3x etfs
: , it's really helpful if you can estimate your alpha and beta just on these
: trades alone.
:
G*m
9 楼
憋死你,3分钟就够了。
G*m
10 楼
而3分钟之内,没有decay。
B*r
11 楼
There is no alpha/beta on these 3x ETFs. They are not stocks. They decay
over time and will move towards ZERO in long-run.
BTW, you never short a single ETF with all your money. You short many of
them all together, and do a little timing. And, then hold till a profit, 1
day, or 1 week, or 1 month, or one year, or 10 years.
killed
is
etfs
these
【在 j***b 的大作中提到】
: Time decay is not god. Selling puts on positive 3x etf limits your loss in
: severe down trend. Selling reversed 3x etf calls can get your account killed
: in a bear market, in which 3x etf can easily double. Just like it did
: recently.
: I'm still wondering what is your alpha and beta on your 3x etf trades. I
: have the impression that you have small position, and your short position is
: hedged by your long position. So to evaluate your strategy on these 3x etfs
: , it's really helpful if you can estimate your alpha and beta just on these
: trades alone.
:
over time and will move towards ZERO in long-run.
BTW, you never short a single ETF with all your money. You short many of
them all together, and do a little timing. And, then hold till a profit, 1
day, or 1 week, or 1 month, or one year, or 10 years.
killed
is
etfs
these
【在 j***b 的大作中提到】
: Time decay is not god. Selling puts on positive 3x etf limits your loss in
: severe down trend. Selling reversed 3x etf calls can get your account killed
: in a bear market, in which 3x etf can easily double. Just like it did
: recently.
: I'm still wondering what is your alpha and beta on your 3x etf trades. I
: have the impression that you have small position, and your short position is
: hedged by your long position. So to evaluate your strategy on these 3x etfs
: , it's really helpful if you can estimate your alpha and beta just on these
: trades alone.
:
j*b
12 楼
How can there be now alpha beta? Every investment has them.
【在 B**********r 的大作中提到】
: There is no alpha/beta on these 3x ETFs. They are not stocks. They decay
: over time and will move towards ZERO in long-run.
: BTW, you never short a single ETF with all your money. You short many of
: them all together, and do a little timing. And, then hold till a profit, 1
: day, or 1 week, or 1 month, or one year, or 10 years.
:
: killed
: is
: etfs
: these
【在 B**********r 的大作中提到】
: There is no alpha/beta on these 3x ETFs. They are not stocks. They decay
: over time and will move towards ZERO in long-run.
: BTW, you never short a single ETF with all your money. You short many of
: them all together, and do a little timing. And, then hold till a profit, 1
: day, or 1 week, or 1 month, or one year, or 10 years.
:
: killed
: is
: etfs
: these
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