E*r
2 楼
误删了
赌 neutral
short Jul 21 (4 DTE) iron condor
+ 145P
- 150P
- 170C
+ 175C
price: 2.35
delta: -2.39
theta: 33.37
max profit: 235
max loss: 265
赌 neutral
short Jul 21 (4 DTE) iron condor
+ 145P
- 150P
- 170C
+ 175C
price: 2.35
delta: -2.39
theta: 33.37
max profit: 235
max loss: 265
m*n
3 楼
小烧一点看看
按摩店也进几个put看看,中午的put现在已经涨了一节了
按摩店也进几个put看看,中午的put现在已经涨了一节了
Q*g
6 楼
奶飞今天资金动向很明确
买长的大过跌的
买长的大过跌的
E*r
8 楼
哈哈,这么猛,飞了飞了
F*k
9 楼
草,一直奇怪这个鸟股有啥大未来想像么?pe高的一B,比马总都高
Q*g
13 楼
只要用户暴涨
那么股价就会往上干
这是套路啊
那么股价就会往上干
这是套路啊
I*0
17 楼
赚了?恭喜恭喜
[在 QiuFasheng (邱发生~寻风流小湿妹) 的大作中提到:]
:只要用户暴涨
:那么股价就会往上干
:这是套路啊
[在 QiuFasheng (邱发生~寻风流小湿妹) 的大作中提到:]
:只要用户暴涨
:那么股价就会往上干
:这是套路啊
E*r
19 楼
you could roll out your positions to Aug tomorrow
to reduce the risk of assignment
and give yourself more time to be correct.
toasted
【在 i***t 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: Overall the strategy is okay, but I would skew the strike to be bullish
: instead of bearish, based on the bullish market outlook.
: My selection: 150/155/175/180 for $2.3. I guess both you and me get toasted
: anyway.
to reduce the risk of assignment
and give yourself more time to be correct.
toasted
【在 i***t 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: Overall the strategy is okay, but I would skew the strike to be bullish
: instead of bearish, based on the bullish market outlook.
: My selection: 150/155/175/180 for $2.3. I guess both you and me get toasted
: anyway.
i*t
21 楼
1. You don't have assignment risk. Assignment risk is more probably for a)
dividend stock/ EFT b) when you call is ITM, close to expiration, 3) and the
time value is less than the dividend; only then the logical choice will be
exercising the option (and thereafter your assignment). Other time, simply
selling out the call will be more profitable.
2. Durational play may win or may lose. I may eventually win over all, but
if I have my capitol i can deploy somewhere else have more chance of winning
. I don't view rolling out a good strategy for ER play. When I enter a trade
, especially ER play, I've already map out my exit plan. You bet, you win or
lose, you exit.
My two cents
【在 E***r 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: you could roll out your positions to Aug tomorrow
: to reduce the risk of assignment
: and give yourself more time to be correct.
:
: toasted
dividend stock/ EFT b) when you call is ITM, close to expiration, 3) and the
time value is less than the dividend; only then the logical choice will be
exercising the option (and thereafter your assignment). Other time, simply
selling out the call will be more profitable.
2. Durational play may win or may lose. I may eventually win over all, but
if I have my capitol i can deploy somewhere else have more chance of winning
. I don't view rolling out a good strategy for ER play. When I enter a trade
, especially ER play, I've already map out my exit plan. You bet, you win or
lose, you exit.
My two cents
【在 E***r 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: you could roll out your positions to Aug tomorrow
: to reduce the risk of assignment
: and give yourself more time to be correct.
:
: toasted
E*r
22 楼
Thanks for your explanation on the assignment risks.
Do you plan to close only the call spread and let the put spread expire
worthless, or close the entire position?
the
be
winning
trade
or
【在 i***t 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: 1. You don't have assignment risk. Assignment risk is more probably for a)
: dividend stock/ EFT b) when you call is ITM, close to expiration, 3) and the
: time value is less than the dividend; only then the logical choice will be
: exercising the option (and thereafter your assignment). Other time, simply
: selling out the call will be more profitable.
: 2. Durational play may win or may lose. I may eventually win over all, but
: if I have my capitol i can deploy somewhere else have more chance of winning
: . I don't view rolling out a good strategy for ER play. When I enter a trade
: , especially ER play, I've already map out my exit plan. You bet, you win or
: lose, you exit.
Do you plan to close only the call spread and let the put spread expire
worthless, or close the entire position?
the
be
winning
trade
or
【在 i***t 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: 1. You don't have assignment risk. Assignment risk is more probably for a)
: dividend stock/ EFT b) when you call is ITM, close to expiration, 3) and the
: time value is less than the dividend; only then the logical choice will be
: exercising the option (and thereafter your assignment). Other time, simply
: selling out the call will be more profitable.
: 2. Durational play may win or may lose. I may eventually win over all, but
: if I have my capitol i can deploy somewhere else have more chance of winning
: . I don't view rolling out a good strategy for ER play. When I enter a trade
: , especially ER play, I've already map out my exit plan. You bet, you win or
: lose, you exit.
E*r
23 楼
I closed my call spread and rolled out & up my put spread to Aug monthly.
The bullish sentiment is strong with NFLX.
【在 E***r 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: Thanks for your explanation on the assignment risks.
: Do you plan to close only the call spread and let the put spread expire
: worthless, or close the entire position?
:
: the
: be
: winning
: trade
: or
The bullish sentiment is strong with NFLX.
【在 E***r 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: Thanks for your explanation on the assignment risks.
: Do you plan to close only the call spread and let the put spread expire
: worthless, or close the entire position?
:
: the
: be
: winning
: trade
: or
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