你講一隻美股,我backtest option 策略

231 回覆
3 Like 16 Dislike
2023-10-30 22:03:17
係,近呢兩個月真係小得可憐,d價又衰
我有個好低能既玩法唔知你有冇試過,我用左3 4 個月左右,有錢贏
就係只做otm short call,每次求 3% 至 6% premium 回報,如果到價就先買入正股比佢assign,唯一危險係掂一掂到價局住買入正股,之後落返去未到期 assign 唔到
2023-10-30 22:07:36
naked short call最驚大爆升追唔切,由其港股成日爆一兩日就落番去,你會揀咩股做多?
2023-10-30 22:08:30
ko
2023-10-30 22:10:21
玩緊 9961,上個月捉正 $330 short call 落返去個premium好多錢
2023-10-30 22:14:37
離題嘞 ching
2023-10-30 23:20:17
iv 52 week rank 算偏低,睇好直接long call 唔想輸時間值就揀$45-50 strike price,留意埋 30/11 派息0.46
2023-10-30 23:28:02
$17 出500股蝕到入肉。。我理解有冇錯?定sp 會offset 左?
2023-10-30 23:33:26
無理解錯,23.5 跌到而家15都係入晒肉,其實唔賣都係輸咗,係搵個機會減下磅或者溝貨,short $15 straddle 等個市場幫你決定
2023-10-30 23:36:09
AMC short put 兩星期後 現價-10%(即係現價 9.5就 strike 8.5, 4蚊就strike 3.5)
profit 80%就roll
本金10%
2023-10-30 23:37:56




我而家自己嘅持倉,乜都會有,盡量唔俾1-2隻股令到輸大錢
2023-10-30 23:48:12
而家amc 52week iv rank 差唔多最低,以現iv 計 如果睇升 long call 比 short put 仲好少少,或者Bull put spread 都好過齋short put 少少,可以用bull put spread 控制到本金10%左右咁玩
2023-10-30 23:58:22
ching 你可以睇下9961即係美股tcom, 同一隻股美股啲bid ask spread細啲同埋成交量大啲,港股9961期權係100股1手?
2023-10-31 00:10:25
港股 9961 要買3手 150 股為一option contract
感覺港股個價好似好d,我會用返個premium / strike 睇有幾多%先做
同埋美股tcom都係一個月無weekly

想問下ARM short put 好似唔係咁安全咁,上星期五想 short put $46 以家睇佢跌到 $47.68
2023-10-31 00:32:20
要做weekly唯有揀其他,kweb fxi yinn 呢幾隻都夠liquidity

新股我自己唔會short put, 我會偏向iron condor, 博下vega theta 有賺就走46/48/50 iron condor max loss 50/ max gain 150

2023-10-31 01:12:24
iv rank邊樹有得睇?
2023-10-31 08:27:34
market chameleon 同埋ib option chain度都有得睇,兩邊計法唔太一樣做個reference ok, option iv影響有時仲大過股價波幅,入場前真係要睇咗先
2023-10-31 11:56:22
thanks 有睇過iron condor但未實際操作過,我都仲係好單邊買一樣
2023-10-31 12:02:00
Msft
2023-10-31 12:05:03
Amd 今晚財報財跌7% 係咪唔好long put好啲
因為IV好高?
2023-10-31 17:46:55
iv implied move 就係7.4% ,你long put $90 左右睇啱都未必賺,派完業績iv crush 大約16%,你除非揀in the money put, atm otm 應該要好似尋晚on咁跌20%先有錢贏,當然你揀itm 睇錯輸得仲金
bear call 3/11 100/102 即係short call 100 long 102 call net credit0.65左右 max gain 65 max loss 135 你如果想賭業績例如買$1000usd 不如買7張 呢個bear call
2023-10-31 17:54:19
上YouTube 好多人都玩iron condor,
好處係limit risk ,有時間值收,上落市磨緊就有錢收,early assign risk 無剩做single leg option咁大
難處係平倉位要睇得準,好容易最後一日由贏盡變輸盡,上面個case咁一日arm 跌/升$2都好容易,所以要成日睇住個市
2023-10-31 17:55:19
升定跌?睇幾耐?買幾多錢?
2023-10-31 17:57:03
AGNC
2023-10-31 18:04:49
做option無著數,直接買/沽正股算,option 唔夠liquidity蝕得多價差,刀仔鋸大樹就long put / long call otm 咁賭啦,小型股預輸晒咁玩,不過隻股又無乜熱度未平倉合約又少,搞唔撚掂
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