941 Gap Up, Short Put @ $80

Sell to open 2 contracts of 0941.HK $80 Jun 12 Put @ $0.62
Premium = $620
交易時的正股價 = $81.75
2手0941正股平均潛在成本 = $80 x 2 x 500 = $80000
項目回報率 = $620/80000 = 0.78% (或 年度化 28.29%)
組合回報率 = $620/1920224 = 0.03% (或 年度化 1.2%)
Option引伸波幅 = 25%
0941的30日歷史波幅 =21.84%
0941於6月28日前收高於$80的機會率 = 72.55%

Sell to open 2 contracts of 0941.HK $80 Jun 12 Put @ $0.65
Premium = $650
交易時的正股價 = $81.65
2手0941正股平均潛在成本 = $80 x 2 x 500 = $80000
項目回報率 = $650/80000 = 0.81% (或 年度化 29.57%)
組合回報率 = $650/1920224 = 0.03% (或 年度化 1.2%)
Option引伸波幅 = 25%
0941的30日歷史波幅 =21.84%
0941於6月28日前收高於$80的機會率 = 70.83%

大市暫時回穩，941裂口高開，short put @ $80風險不大，接貨也沒所謂。

再Short Put 941

Sell to open 4 contracts of 0941.HK $75 Jun 12 Put @ $0.46
Premium = $920
交易時的正股價 = $78.65
4手0941正股平均潛在成本 = $75 x 4 x 500 = $150000
項目回報率 = $920/150000 = 0.61% (或 年度化 14.9%)
組合回報率 = $920/1920224 = 0.05% (或 年度化 1.2%)
Option引伸波幅 = 28.27%
0941的30日歷史波幅 =22.89%
0941於6月28日前收高於$75的機會率 = 85.56%

如$72.5和$75再接貨,組合中的941正股將會再進一步轉為DITM Call.
月底前可能會將$85 short call平倉轉下月．

Short Covered Call 0006

Sell to open 10 contracts of 0006.HK $57.5 Jun 12 Call @ $0.10
Premium = $500
交易時的正股價 = $55.5
10手0006正股平均潛在成本 = $57.5 x 10 x 500 = $287500
項目回報率 = $500/287500 = 0.17% (或 年度化 3.73%)
組合回報率 = $500/1920224 = 0.026% (或 年度化 0.56%)
Option引伸波幅 = 14%
0006的30日歷史波幅 =17.93%
0006於6月28日前收低於$57.5的機會率 = 81.95%

早兩日做的，我認我發錢寒，五舊水都唔放過 =D

Short Put 941

Sell to open 4 contracts of 0941.HK $75 Jun 12 Put @ $0.55
Premium = $1100
交易時的正股價 = $78.8
4手0941正股平均潛在成本 = $75 x 4 x 500 = $150000
項目回報率 = $1100/150000 = 0.73% (或 年度化 12.75%)
組合回報率 = $1100/1920224 = 0.06% (或 年度化 1%)
Option引伸波幅 = 25%
0941的30日歷史波幅 =21.78%
0941於6月28日前收高於$75的機會率 = 82.82%

More Covered Calls

Sell to open 8 contracts of 0941.HK $82.5 Jun 12 Call @ $0.44
Premium = $1760
交易時的正股價 = $78
8手941正股平均成本 = $85 x 8 x 500 = $340000
項目回報率 = $1760/340000 = 0.5% (或 年度化 8.3%)
組合回報率 = $1760/1920224 = 0.09% (或 年度化 1.52%)
Option引伸波幅 = 25%
0941的30日歷史波幅 =21.78%
0941於6月28日前收低於$82.5的機會率 = 85.26%

Sell to open 8 contracts of 0941.HK $85 Jun 12 Call @ $0.25
Premium = $1000
交易時的正股價 = $78.9
8手0941正股平均成本 = $85 x 8 x 500 = $340000
項目回報率 = $1000/340000 = 0.29% (或 年度化 4.8%)
組合回報率 = $1000/1920224 = 0.05% (或 年度化 0.9%)
Option引伸波幅 = 25%
0941的30日歷史波幅 =21.78%
0941於6月28日前收低於$85的機會率 = 91.80%

 Sell to open 12 contracts of 0941.HK $85 Jun 12 Call @ $0.28
Premium = $1680
交易時的正股價 = $79.2
12手0941正股平均成本 = $85 x 12 x 500 = $510000
項目回報率 = $1680/510000 = 0.33% (或 年度化 6.9%)
組合回報率 = $1680/1920224 = 0.09% (或 年度化 1.19%)
Option引伸波幅 = 25%
0941的30日歷史波幅 =21.78%
0941於6月28日前收低於$85的機會率 = 90.67%

高沽低揸 繼續Short Covered Call / Short Put

Sell to open 4 contracts of 0941.HK $72.5 Jun 12 Put @ $0.53
Premium = $1060
交易時的正股價 = $77.0
4手0941正股平均潛在成本 = $72.5 x 4 x 500 = $145000
項目回報率 = $1060/145000 = 0.73% (或 年度化 11.58%)
組合回報率 = $1060/1920224 = 0.06% (或 年度化 0.88%)
Option引伸波幅 = 25%
0941的30日歷史波幅 =21.39%
0941於6月28日前收高於$72.5的機會率 = 86.40%

Sell to open 8 contracts of 0941.HK $82.5 Jun 12 Call @ $0.36
Premium = $1440
交易時的正股價 = $76.9
8手0941正股平均成本 = $82.5 x 8 x 500 = $330000
項目回報率 = $1440/330000 = 0.44% (或 年度化 6.9%)
組合回報率 = $1440/1920224 = 0.07% (或 年度化 1.19%)
Option引伸波幅 = 25%
0941的30日歷史波幅 =21.39%
0941於6月28日前收低於$82.5的機會率 = 90.46%

Short Covered Calls 收租等反彈

Sell to open 4 contracts of 0941.HK $80 Jun 12 Call @ $1.65
Premium = $3300
交易時的正股價 = $78.75
4手0941正股平均成本 = $80 x 4 x 500 = $160000
項目回報率 = $3300/160000 = 2.06% (或 年度化 25.9%)
組合回報率 = $3300/1920224 = 0.17% (或 年度化 2.1%)
Option引伸波幅 = 25%
0941的30日歷史波幅 =21.6%
0941於6月28日前收低於$80的機會率 = 60.33%

Sell to open 4 contracts of 0941.HK $82.5 Jun 12 Call @ $0.85
Premium = $1700
交易時的正股價 = $78.75
4手0941正股平均成本 = $82.5 x 4 x 500 = $165000
項目回報率 = $1700/165000 = 1.03% (或 年度化 13.0%)
組合回報率 = $1700/1920224 = 0.09% (或 年度化 1.1%)
Option引伸波幅 = 25%
0941的30日歷史波幅 =21.6%
0941於6月28日前收低於$82.5的機會率 = 78.12%