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2022 Half-Year Recap: Winning streak or zero-sum in your performance?
Views 117K
Contents 387
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阿姚朋友
joined discussion · Jun 15, 2022 18:51
期权双开,应对剧烈波动的神器
本文仅为个人投资思考记录,不构成任何投资建议,格局不同,立场不同,仅供参考
$Tesla (TSLA.US)$
最近主要是操作的特斯拉,从结果反馈来看,使用双开效果很不错,虽然成本也不低,但是最终收益非常可观。
当预期发生非常大的波动时,双开是非常简单的策略,只会少赚,但不会亏,如果判断错了,那不是策略的问题,而是能力问题。
双开有很多种策略,最简单的选择现价作为行权价。
不过从实际操作中,可以对策略做一些改进。
担心双开成本太高
1,可以选择行权价为现价并使用价差,一个熊市价差和一个牛市价差相结合,这样的策略使用起来效果会很好。优点是成本大幅降低,最大盈利范围可以资金设置。缺点是最大盈利有限。
2,选择距离现价相对较远的行权价,双开成本也会降低,但是这个策略的行权价如果选的太远,可能会最后没有成为价内期权,同时溢价部分无法盈利,没有价差更容易赚钱,但是如果波动巨大,这个策略的潜在盈利最高。
押注某一方向又不想错过另外一个方向
比如说特斯拉现价700美金,看跌但担心判断错方向。如果极度看跌,就可以裸买看跌期权,同时使用看涨期权构建一个价差组合,将价差的潜在最大盈利区间大于买put的成本,这样这个组合基本上就很完美,既可以在想要的方向获得无限收益,判断错的时候也有机会保本,当然如果横盘那就很无奈了,或者碰见判断错方向,会少赚钱。但是,又哪来完美的策略。
不在意成本,只想稳赌波动
直接选择现价为中心的距离到期日最近的期权,假如明天有美联储议息会议,预期将要出现巨大波动,就可以选择这周到期的期权进行博弈,这种期权成本最低,但是容错率也很低。
在面临不确定方向的行情,但是又有大事将要发生时,双开是很不错的选择,而且可以提高策略的容错率,降低选择难度,但前提是判断对即将发生大事,如果判断错,很惨。
最后再看看最近的港股A股。
最近A股走的异常强势,总体来说依然是流动性放松以及本身位置较低相叠加的产物,但是整个反弹已经接近趋势线压力位,能否继续依然有待观察。仓位比较高的人,其实可以考虑使用
$CSOP FTSE China A50 ETF (02822.HK)$
这种做一些对冲,而且这个还有期权,相比于直接使用期货做对冲,使用2822etf的期权其实效率更高。如果不使用期权,因为是港股的etf,还可以选择做空去对冲。或者直接选择
$CSOP FTSE China A50 Index Daily( -1X)Inverse (07348.HK)$
对于A股未来的走势,个人觉得到了检验反弹成果的时候了,估计快要再次选择方向了。
当然如果大家有A股期权权限也可以做一些相应的策略构建,不够A股的期权品种相对较少,只有50etf和300etf,不过流动性还不错,但是只有月期权。
$SSE Composite Index (000001.SH)$
$NVIDIA (NVDA.US)$
$Tesla (TSLA.US)$
$NVIDIA (NVDA.US)$
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cheez_lit
:
It seems that 2022 is not very friendly to everyone
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阿姚朋友
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cheez_lit : It seems that 2022 is not very friendly to everyone