VIX这几天表现的很疯狂,老哥哥我一身的冷汗# Stock
n*r
1 楼
仓位太重,小心肝也颤得慌
给大家看一下我的组合,当然,这个组合已经hold了快两个月了,只调整Option,不动
underlying
Stock:HOLD FULL UVXY Underlying
Option: CALL Side --- Short half 28 Covered Call
--- Short half 30 Covered Call
--- Short quarter 32 Call
--- Bought half 35 Call
Option: PUT Side --- Bought half 25 PUT
--- Short FULL 29 PUT
--- Bought half 32 PUT
Option里面有的是同过Spread来做的,有的是直接short,滚动了两个月的option,收
获不小。
给大家看一下我的组合,当然,这个组合已经hold了快两个月了,只调整Option,不动
underlying
Stock:HOLD FULL UVXY Underlying
Option: CALL Side --- Short half 28 Covered Call
--- Short half 30 Covered Call
--- Short quarter 32 Call
--- Bought half 35 Call
Option: PUT Side --- Bought half 25 PUT
--- Short FULL 29 PUT
--- Bought half 32 PUT
Option里面有的是同过Spread来做的,有的是直接short,滚动了两个月的option,收
获不小。