1月31日的交易

1. Short Covered Call

Sell to open 8 contracts of 0941 $80 Feb 12 Call @ $1.15
Premium = $4600
交易時的正股價 = $78.7
8手0941正股平均成本 = $77.5 x 8 x 500 = $310000
項目回報率 = $4600/310000 = 1.48%
組合回報率 = $4600/1660802 = 0.28%
Option引伸波幅 = 20%
0941的30日歷史波幅 = 19.34%
0941於2月28日前收低於$80的機會率 = 62.0%

2. Short Naked Put

Sell to open 20 contracts of 0002 $62.5 Feb 12 Put @ $0.50
Premium = $5000
交易時的正股價 = $63.55
20手0002正股潛在平均成本 = $62.5 x 20 x 500 = $625000
項目回報率 = $5000/625000 = 0.8%
組合回報率 = $5000/1660802 = 0.3%
Option引伸波幅 = 13%
0002的30日歷史波幅 = 14.78%
0002於1月30日前收高於$62.5的機會率 = 65.86%

二月份策略依舊，0002和941繼續成為主力。
市場的短期升幅已大，我將待市場調整，再尋找機會。