正如蓉儿所说,果然昨天是拐点,Call可以获得200%以上的增值。 数据记录如下。
现在,我更进一步理解这个策略了。放弃观察一对Call和Put。
Strike Time Last Chg Bid Ask Vol Open Int
Put 740.00 Apr 12, 2013 0.10 -0.20 0.10 0.15 481 5778。。-50%
Put 750.00 Apr 12, 2013 0.15 -0.38 0.15 0.20 877 3638。。-69%
Put 760.00 Apr 12, 2013 0.16 -1.01 0.15 0.25 1366 2845。。-81.5%
Put 770.00 Apr 12, 2013 0.40 -2.50 0.40 0.50 2598 2793。。-82.8%
Put 780.00 Apr 12, 2013 1.30 -5.60 1.15 1.35 5485 1618。。-80.7%
Put 790.00 Apr 12, 2013 4.20 -9.80 3.90 4.30 2691 913
Strike Time Last Chg Bid Ask Vol Open Int
Call 770.00 Apr 12, 2013 21.50 11.40 20.40 21.30 463 879。。+185%
Call 780.00 Apr 12, 2013 11.50 6.80 11.30 12.00 3033 1765。。+235%
Call 790.00 Apr 12, 2013 4.37 2.92 4.30 4.70 4799 2092。。+268%
Call 800.00 Apr 12, 2013 1.15 0.70 1.05 1.20 4175 3444。。+175%
Call 810.00 Apr 12, 2013 0.25 0.05 0.20 0.25 1308 3843。。-20%
星期二是找拐点的日子,记下闭市时上下共10只Option的Price, Vol, OpenInt。
$777.65 Get GOOG Alerts *Delayed - data as of Apr. 9, 2013
Strike Time Last Chg Bid Ask Vol Open Int
Put 740.00 Apr 12, 2013 0.30 -0.37 0.25 0.30 673 5610
Put 750.00 Apr 12, 2013 0.53 -0.70 0.50 0.65 1073 3420
Put 760.00 Apr 12, 2013 1.17 -1.19 1.10 1.35 1689 2359
Put 770.00 Apr 12, 2013 2.90 -2.19 2.75 2.90 2434 2426
Put 780.00 Apr 12, 2013 6.90 -3.20 6.80 7.00 3437 1173
Strike Time Last Chg Bid Ask Vol Open Int
Call 770.00 Apr 12, 2013 10.10 0.60 9.90 11.00 1158 954
Call 780.00 Apr 12, 2013 4.70 0.60 4.10 4.80 5837 1662
Call 790.00 Apr 12, 2013 1.45 -0.05 1.40 1.60 3260 1871
Call 800.00 Apr 12, 2013 0.45 -0.08 0.40 0.60 2617 3332
Call 810.00 Apr 12, 2013 0.20 0.01 0.15 0.25 2133 2512
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