Re: Re:AAPL 10million share synthetic short - 未名空间MITBBS历史存档

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Re: Re:AAPL 10million share synthetic short

Re: Re:AAPL 10million share synthetic short# Stock

t*l2016-04-18 07:04

1 楼

you guys don't know math. I don't even need know where it fills.
Actually what you claimed was wrong.
Key thing's when this synthetic was built the underlying price is 108.04
and premium of the combo is 1.9, period.
[在 dbearwang (dbear) 的大作中提到：]
:Put was filled at ask while call was filled at bid. You do the math...
After this was observed, AAPL started the free fall.

y*n2016-04-18 07:04

2 楼

1. 是short position.
2. $1.90 premiums 不能cover 108.04的$1.96的loss。因为strike在$110。买卖
synthetic option就可以一步lock in profit？天方夜谭，不可能的事。
你还叫自己quant, 回去多做做题吧。

I*S2016-04-18 07:04

3 楼

霸气。

【在 y********n 的大作中提到】

: 1. 是short position.
: 2. $1.90 premiums 不能cover 108.04的$1.96的loss。因为strike在$110。买卖
: synthetic option就可以一步lock in profit？天方夜谭，不可能的事。
: 你还叫自己quant, 回去多做做题吧。

t*l2016-04-18 07:04

4 楼

物以类聚，笨以群分。
[在 INDICES (酱油兔) 的大作中提到：]
:霸气。