941 and 0002 Long Call 轉倉 / Short Put 0002 @ $65

Sell to close 20 contracts of 0941.HK $72.5 Sep 12 Covered Calls @ $13.25
Premium = $132500
交易時的正股價 = $85.8

Buy to open 20 contracts of 0941.HK $72.5 Nov 12 Covered Calls @ $13.40
Premium = $(134000)
交易時的正股價 = $85.8

Sell to close 20 contracts of 0002.HK $60 Sep ITM Call @ $5.50
Premium = $55000
交易時的正股價 = $65.5

Buy to open 15 contracts of 0002.HK $60 Nov ITM Call @ $5.68
Premium = $(42600)
交易時的正股價 = $65.5

中午前0002升勢突然轉急，故無法及時全數轉倉．
剩返5手轉唔到，唯有short put補返數． =P

Sell to open 5 contracts of 0002.HK $65 Oct 12 Put @ $0.53
Premium = $1325
交易時的正股價 = $65.7
5手0002正股平均潛在成本 = $65 x 5 x 500 = $162500
項目回報率 = $1325/162500 = 0.8% (或 年度化 8.8%)
組合回報率 = $1325/2054903 = 0.06% (或 年度化 0.7%)
Option引伸波幅 = 10.7%
0002的30日歷史波幅 = 12.71%
0002於10月30日前收高於$65的機會率 = 61.1%