Sell to open 4 contracts of 0941.HK $87.5 Aug 12 Put @ $0.53
Premium = $1060
交易時的正股價 = $91.3
4手0941 正股平均潛在成本 = $87.5 x 4 x 500 = $175000
項目回報率 = $1060/175000 = 0.61% (或 年度化 13.8%)
組合回報率 = $1060/2124086 = 0.049% (或 年度化 1.1%)
Option引伸波幅 = 26.1%
0941的30日歷史波幅 = 20.2%
0941於8月30日前收高於$87.5的機會率 = 85.98%
941目前put (~26%)的引伸波幅比call (~24%)高，即出現了所謂volatility skew的情況．
這應與莊家預期941將於明天公佈業績後有較大機會回吐有關．
no, Put always has higher IV than Call...
回覆刪除it is because when stock drops, the magnitude of drop is always higher than rise
都唔一定,升市時put可以平過call.
刪除不過你講得岩,通常跌都會快過升,不過夾倉式上升都可以好急.
if you go to compare the at the money put and call for several stock option and HSI, you can easily observe PUT premium is always having higher IV.......
回覆刪除Hmm.. that also depends on when you look at them, right?
刪除交易時的正股價 = $87.5
回覆刪除May I know what it mean since the range of 941 today is 91.10 to 92.00 ?
Thanks.
Sorry it's a typo! Should be $91.3.
刪除今日終於有幾會賣翻5手0941 HK$85 Oct 12 Put @$3.05, Premium = $7625，交易時的正股價 = $87.1
回覆刪除Good Job!!!!
刪除嘩！點解埋到咁高價既？都未係itm!
刪除波幅急升，又係10月到期嘛 =)
刪除橫掂唔急，造遠D，自己製造平D接貨價:) 今日繼續插，如果有機會跌近$80再做一轉
回覆刪除hmmm.. 這真是收集的好機會．
刪除