4月11日的交易

11/4/2012 - Short Put 0002
Sell to open 5 contracts of 0002.HK $65 Apr 12 Put @ $0.45
Premium = $1125
交易時的正股價 = $65.6
5手0002正股平均潛在成本 = $65 x 5 x 500 = $162500
項目回報率 = $1125/162500 = 0.69%
組合回報率 = $1125/2000000 = 0.06%
Option引伸波幅 = 13%
0002的30日歷史波幅 = 15.28%
0002於4月27日前收高於$65的機會率 = 61.35%

0002稍為調整，預備於$65先買一注，息率約為3.8%。　

11/4/2012 - Long Call 0006

Buy to open 10 contracts of 0006.HK $52.5 Apr 12 Call @ $4.75
Premium paid = $23750
交易時的正股價 = $57.15
內在值佔比 = 97.9%
Delta = 99.8%
0006的30日歷史波幅 = 14.32%

0006現價息率達4%，應可支持股價平穩。　
Long call雖沒股息可收，但我會等待機會short call收premium。