Short Put 941

Sell to open 5 contracts of 0941.HK $85 Oct 12 Put @ $1.20
Premium = $3000
交易時的正股價 = $86.35
5手0941正股平均潛在成本 = $85 x 5 x 500 = $212500
項目回報率 = $3000/212500 = 1.41% (或 年度化 15.6%)
組合回報率 = $3000/2197085 = 0.14% (或 年度化 1.5%)
Option引伸波幅 = 17.78%
0941日歷史波幅 = 18.96%
0941於10月30日前收高於$85的機會率 = 61.1%

Sell to open 5 contracts of 0941.HK $82.5 Oct 12 Put @ $0.47
Premium = $1175
交易時的正股價 = $86.35
5手0941正股平均潛在成本 = $82.5 x 5 x 500 = $206250
項目回報率 = $1175/206250 = 0.57% (或 年度化 6.3%)
組合回報率 = $1175/2197085 = 0.05% (或 年度化 0.59%)
Option引伸波幅 = 17.73%
0941日歷史波幅 = 18.96%
0941於10月30日前收高於$82.5的機會率 = 79.2%

Sell to open 5 contracts of 0941.HK $80 Nov12 Put @ $0.60
Premium = $1500
交易時的正股價 = $86.35
5手0941正股平均潛在成本 = $80 x 5 x 500 = $200000
項目回報率 = $1500/200000 = 0.75% (或 年度化 8.3%)
組合回報率 = $1500/2197085 = 0.07% (或 年度化 0.77%)
Option引伸波幅 = 19.41%
0941日歷史波幅 = 18.96%
0941於11月29日前收高於$80的機會率 = 83.6%