2012年10月17日 星期三

Short Put 941

Sell to open 5 contracts of 0941.HK $82.5 Oct 12 Put @ $0.63
Premium = $1575
交易時的正股價 = $83.3
5手0941正股平均潛在成本 = $82.5 x 5 x 500 = $206250
項目回報率 = $1575/206250 = 0.76% (或 年度化 19.9%)
組合回報率 = $1575/2197085 = 0.07% (或 年度化 1.9%)
Option引伸波幅 = 15.7%
0941日歷史波幅 = 13.98%
0941於10月30日前收高於$82.5的機會率 = 64.3%

4 則留言:

  1. This month, why don't you make any short call for 941?

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    1. It has been a good time to collect more 941 stocks rather than selling. Plus the IV was way too low to sell call previously. I'll wait till higher price and IV before selling calls. Let's see if it rises higher in the coming days.

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  2. Good! With same your view. Hopefully, 941 can be higher and higher. Thanks!

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