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January 15, 2017

December 30, 2016

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September 30, 2015

從上一篇貼文的例子, 大家應該深深體會到IV的漲跌對期權金的影響是可以好大的, 想運用期權於股海淘金, 除了要看對方向之外, 選擇合適的操作同樣重要

而選擇合適的操作包括兩個重點:
1) 完全了解IV的運作原理
2) 透過不同的操作, 使IV漲跌對期權金的影響變為對操作有利的影響, 或避免帶來不利的影響

而第1點為首要撑握的, 如果連IV在什麼情況下會出現何種走向都不了解, 根本無辨法衡量第2點的利與不利

現在先假設大家已撑握了第1點, 知道如果市況於短期內出現明顯反彈, IV亦會隨之出現明顯下跌, 即表示選擇看漲的操作時, 要達到第2...

September 29, 2015

尋日個POST話: 諗住搏反彈既朋友記得唔好做空頭LONG CALL, 睇住輸IV輸到喊...

哩個POST既重點並不在於個市有無力彈, 或IV現水平算屬高屬低的問題, 重點係如果個市於短時間內反彈, 個IV必然會縮到XX, 今日就同大家睇下, 如果尋日做左張空頭LONG CALL, 到底會有幾蝕!

如果以方間既說法去揀LONG既行使價, 選Delta 0.25附近, 以尋日收市價計算, 即係Long HSI 21400J5, 需付出的期權金為293. 今日個市最多升467, HSI 21400J5今日最高成交價為387, 即係話反彈超...

September 9, 2015

找數時間~

個市尋日最多升成八舊, 個IV就只係一直喺低位徘徊, 今日最多跌六舊幾, 但個IV就即刻抽升, 到底背後係咩原因導致會出現哩個現象呢?

答案非常簡單, 因為歷史波幅率係以相關資產的現水平計算的. 1/2大d定1/3大丫? 個原因係咪好白痴哩...

我地先假設市場正處於均衡狀況, 引申波幅與歷史波幅並沒有出現偏離, 即IV = HV, 如果歷史波幅為5000點, 相關資產現水平為25000, 咁個歷史波幅率就會係5000/25000*100% = 20%. 而如果歷史波幅同樣係5000點, 但相關資產現水平為20000, 咁個歷...

September 8, 2015

哩兩日真係升得好唔尋常... 自今年四月以來, 再一次小時圖出現9 RIS 超過90... 好狼死!

尋晚未平倉合約加左4610張, 如果今晚再大幅加倉的話, 相信個市就算係死貓彈, 起碼都要過多三五日先會大回, 所以最好唔好開LP住, 輸IV輸時間值就唔抵啦...

我諗有好多人都好好奇... 點解哩兩日最多升成1600點, 但個IV就不漲反縮... 唔係話大波就升IV咩??? 點解既???

其實哩個現象係正常到不得了, 哩樣野原本係喺堂上面教的, 依家賣大包~ 過200 like我就話俾大家知^^ 我夠擔講只有極少極少人知個原理係點!...

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