hedge用的put什么时候卖出？# Stock
c*n
1 楼
想听听大家的经验。
买了股票，hedge用的put什么时候卖出？大概最好是觉得trend confirmed up时出最好
，但作为青蛙没本事辨认trend的方向，是等put变成0还是等两相相抵，有盈利就出，
还是...?
买了股票，hedge用的put什么时候卖出？大概最好是觉得trend confirmed up时出最好
，但作为青蛙没本事辨认trend的方向，是等put变成0还是等两相相抵，有盈利就出，
还是...?
b*y
2 楼
In reality, you gamble. In theory, you buy and sell based on the delta.
At the beginning the delta of your put is small, perhaps 0.5 (really, it
should be -0.5, but let's omit the negative sign!). So, to fully hedge your
position, you need to buy 2 contracts of put for every 100 stocks you own.
As the stock price lowers, your put options gain value and the delta also
starts to grow. When your put options are deep in the money, their delta
will be very close to 1, at which point, you will be over hedging your
position. So you should start selling half of your put options. Conversely,
when the stock price raises again, you will need to buy more put options to
stay fully hedged. But you probably would like to just close the positions
and walk away.
【在 c******n 的大作中提到】
: 想听听大家的经验。
: 买了股票，hedge用的put什么时候卖出？大概最好是觉得trend confirmed up时出最好
: ，但作为青蛙没本事辨认trend的方向，是等put变成0还是等两相相抵，有盈利就出，
: 还是...?
At the beginning the delta of your put is small, perhaps 0.5 (really, it
should be -0.5, but let's omit the negative sign!). So, to fully hedge your
position, you need to buy 2 contracts of put for every 100 stocks you own.
As the stock price lowers, your put options gain value and the delta also
starts to grow. When your put options are deep in the money, their delta
will be very close to 1, at which point, you will be over hedging your
position. So you should start selling half of your put options. Conversely,
when the stock price raises again, you will need to buy more put options to
stay fully hedged. But you probably would like to just close the positions
and walk away.
【在 c******n 的大作中提到】
: 想听听大家的经验。
: 买了股票，hedge用的put什么时候卖出？大概最好是觉得trend confirmed up时出最好
: ，但作为青蛙没本事辨认trend的方向，是等put变成0还是等两相相抵，有盈利就出，
: 还是...?
c*n
3 楼
谢解答。
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