Option 新玩法 - 赌ER

atrader

Here is a way to play this. usually, one buy one contract and sell two, other wise, the drop in volatility after ER will kill you. if the current price is around 510:
(1) bet on rise: buy ONE 510 call 11/11 @ ~30. then pick a top. the recent high is ~560. so bet the price will not rise above that, pick a mid point between 510 and 560, 535. so you sell TWO 535 call 11/11 @ ~17.20. thsi combo will give you 4.4$ minus cost. if the stock rises and below 560, you win big. you ccan move you top side below or above 560 depending on your risk taste.
(2) bet on downside: sell ONE 560 call 11/19 @~ 11.9, buy ONE 510 put 11/11 @ 26.7, sell ONE 485 put 11/11 @~ 14.8.....

胡一刀

回复 atrader 的帖子

这种玩法option学名叫call ratio vertical spread，风险还是很大的，因为有short naked call，尤其对网络股来说
就1）来说，long 1 510 call + short 2 535 call，如果nov oe到560，你赚4.4，再高你就亏大了

atrader

胡一刀 发表于 2011-11-5 19:58
回复 atrader 的帖子

这种玩法option学名叫call ratio vertical spread，风险还是很大的，因为有short n ...

the art is to determine a top price according to your risk taste.

davidino

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