大湿们帮忙看看这样做 Covered Call Rolling Down 有什么问题没有# Stock
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数字假想的
Rolling Down Covered Call
1. Buy SPY @ 167, sell weekly 167 covered call @ 1
2. SPY @ 166, 167 weekly covered call @0.35
3. Roll down 167 weekly covered call (0.35) to 166 weekly covered call (0
.9)
4. SPY @ 165, 166 weekly covered call @0.35
5. Roll down 166 weekly covered call (0.35) to 165 weekly covered call (0
.7)
Summary:
Positions: SPY @ 165 & 165 weekly covered call @ 0.7 with premium from
covered call of 1+0.65+0.35=2 and unrealized loss of 167-165=2
如果SPY收盘高于165， 收益 0.7 ?
如果 SPY 收盘低于165， 收益/亏损 0.7 - （165-收盘价）？
如果SPY收盘低于164，中间再卖，先不考虑， 还有GAP up/down, transaction fee 先
不考虑
Rolling Down Covered Call
1. Buy SPY @ 167, sell weekly 167 covered call @ 1
2. SPY @ 166, 167 weekly covered call @0.35
3. Roll down 167 weekly covered call (0.35) to 166 weekly covered call (0
.9)
4. SPY @ 165, 166 weekly covered call @0.35
5. Roll down 166 weekly covered call (0.35) to 165 weekly covered call (0
.7)
Summary:
Positions: SPY @ 165 & 165 weekly covered call @ 0.7 with premium from
covered call of 1+0.65+0.35=2 and unrealized loss of 167-165=2
如果SPY收盘高于165， 收益 0.7 ?
如果 SPY 收盘低于165， 收益/亏损 0.7 - （165-收盘价）？
如果SPY收盘低于164，中间再卖，先不考虑， 还有GAP up/down, transaction fee 先
不考虑