HOBALL 筆記簿

July 29, 2008

期權組合拆倉

Filed under: 期貨 期權 認股證 牛熊證 — Tags: , , — hoball @ 7:37 pm

引用CTM it_eddie (經編輯), 原文

拆倉同鎖倉有乜分別!你都係要有地圖。(技術分析)
例如:
於大市22400點時 買入行使價23000期權(LC 23000),上升至23600 顯示回吐(MACD係熊底牛)。慎防一上就落,即市升跌都要係收市前做SHORT,SHORT行使價23600。組合成為順價差組合。
假如明日跳開下跌,MACD出現即市淡倉訊號。可先平23000獲利,改入23800(以防訊號出錯)。變陣成逆價差組合!
如出錯,就要睇返高一級既時間框架,是否熊轉牛。否則不用理!
如果熊轉牛,就要睇位平SHORT!
如訊號正確,即市見底回升,平SHORT留LONG!
這時就要睇是否過夜。如市勢強勁,我會齋CALL過夜,博跳開,否則,收市前高位,開返24000SHORT CALL。

整個操作會由底位隨市勢由低行使價,一路向上推,中間用SHORT操作,相互對沖,永遠控制住有限風險!

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