HOBALL 筆記簿

August 13, 2008

期權 – 貼價逆向差價

Filed under: 期貨 期權 認股證 牛熊證 — Tags: , , , — hoball @ 9:58 pm

引用自ctm 衰鬼,原文

《貼價逆向差價拳》乃奇拳招式之一!
屬賺蝕皆有限的招式。
招式乃同時發出左鉤拳短倉,即沽空貼價權。
並同時用右手防守,即買入相同方向但屬價外的權。
根據在下測試,價外權最好選擇400-600點。
咁樣在結算時賺蝕既比率約為1:1。
用400-600點既作用是睇錯市時,價外權立刻變成價內,如果即時拆倉走人,有可能因為權價急升而接近平手拆倉走人。

eddie: 亦有機會係1:50

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