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发表于 2009-6-11 07:10 PM
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BB is very tight now, and is in KELT(20,1.5,10), 我觉得弹簧在压紧, 明天有机会做些strangle/straddle.
I am thinking of carrying out like this: suppose tomorrow morning open at $9.27.
Buy 15 June $9 Call @ 0.65 (tonight's offer price)
Buy 29 June $9 Put @ 0.35 (tonight's offer price)
for a total of $1990 invested.
Since this is a straddle, so at expiry day unless it sits right at $9.00 there will be some value left on one leg or another.
Break even is $10.4 up or $8.58 down. Unless there is drastic move, hold it until expiry date.
Warning: only 8 days left until expiration. This play could make you lose most of your money. You Bet You Decide!
请老大们指点指点这种做法是否可行. 谢谢! |
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