3月5日的交易

1. Short Naked Put

Sell to open 4 contracts of 0941 $80 Mar 12 Put @ $1.25
Premium = $2500
交易時的正股價 = $80.9
4手0941正股平均潛在成本 = $80 x 4 x 500 = $160000
項目回報率 = $2500/160000 = 1.56%
組合回報率 = $2500/1682853 = 0.15%
Option引伸波幅 = 20%
0941的30日歷史波幅 = 17.63%
0941於3月29日前收高於$80的機會率 = 60%

2. Short Naked Put

Sell to open 8 contracts of 0941 $77.5 Mar 12 Put @ $0.50
Premium = $2000
交易時的正股價 = $80.9
8手0941正股平均潛在成本 = $77.5 x 8 x 500 = $310000
項目回報率 = $2000/310000 = 0.65%
組合回報率 = $2000/1682853 = 0.12%
Option引伸波幅 = 21%
0941的30日歷史波幅 = 17.63%
0941於3月29日前收高於$77.5的機會率 = 83.4%

3. Short Naked Put

Sell to open 5 contracts of 2628 $22 Mar 12 Put @ $0.38
Premium = $1900
交易時的正股價 = $23.2
5手2628正股平均潛在成本 = $22 x 5 x 1000 = $110000
項目回報率 = $1900/110000 = 1.73%
組合回報率 = $1900/1682853 = 0.11%
Option引伸波幅 = 36%
2628的30日歷史波幅 = 32.18%
2628於3月29日前收高於$22的機會率 = 74.48%

4. Short Naked Put

Sell to open 10 contracts of 2628 $21 Mar 12 Put @ $0.20
Premium = $2000
交易時的正股價 = $22.95
10手2628正股平均潛在成本 = $21 x 10 x 1000 = $210000
項目回報率 = $2000/210000 = 0.95%
組合回報率 = $2000/1682853 = 0.12%
Option引伸波幅 = 37%
2628的30日歷史波幅 = 32.18%
2628於3月29日前收高於$21的機會率 = 86.43%

大市繼續回吐，引伸波幅也繼續比30日的正股歷史波幅為高，故再度出手short put目標的核心持股。