回复@zhejianghu: 稍稍纠正一下,VXX是VIX最近两个future组合得来,每天都会rebalance一下卖掉一点近期的future来买稍远期的future,正常市场环境下VIX term structure是一个contango,远期比近期贵,所以每天不停的卖掉变得更便宜的近期去买更贵的远期导致carry loss,从而VXX跟VIX相关性小于1,0...
回复@zhejianghu: 稍稍纠正一下,VXX是VIX最近两个future组合得来,每天都会rebalance一下卖掉一点近期的future来买稍远期的future,正常市场环境下VIX term structure是一个contango,远期比近期贵,所以每天不停的卖掉变得更便宜的近期去买更贵的远期导致carry loss,从而VXX跟VIX相关性小于1,0...
For those who do bear call spread on $特斯拉电动车(TSLA)$, be careful of PT raise tomorrow, today's after market reminds me of $LinkedIn(LNKD)$ last week
So far so good, buy Z & TSLA to partially delta-hedge
bear call spread on TSLA
bear call spread on Z
bull call spread on WFM, financed by deep OTM bear call spread
The key for $Facebook(FB)$ is mobile advertising, just as user growth rate for $Twitter(TWTR)$
short iron condor: 58.5/62.5 call, 40/36 put
回复@胜寒同学: Cost low enough, while it's reasonablely enough to gap down 10% for AMZN, then the cost financed by writing call.//@胜寒同学:回复@阿尔法贝塔:为什么选了287.5和285这个位置?
If market stayed below 285, will take 500%+ profit on the long put spread which is financed by writing otm call//@阿尔法贝塔: Can I expect a 10% gap down
Can I expect a 10% gap down
$亚马逊(AMZN)$ long 287.5/285 put bear spread @0.4
The best phone experience is always with a thick Indian accent on the other end of the phone, premise is sharp listening skills...
各位大神觉得有点意思希望多参与及烦请代为转发 @北方的牛 @lampark @火星来的猫 @陈小邪 @Eric_DT @江南大才子O_O @onedot @TigerinMotion @星云骑士 @国老 @萌萌Lois
这也部分解释了QIHU现在跌破头都找不到支撑位的原因//@北方的牛: 同意这个:QIHU的(产品)基本面没有发生翻天覆地的变化。然而,BABA上市后,中概资金流向、配额的基本面变了,而且是一个永久性的改变。市场看似无厘头,实际个股的走向是博弈的结果。
客观评论几句:一个做美股没几天的人对期权也不求甚解的人跟风玩期权,这件事本身就很危险,不管他跟的是@麦道美股投资解析 的风还是@lampark 还是哪个大V的。目睹了很多人一见大V发买入期权就问买的是什么时候到期什么价位,不假思索的盲跟你的标的已经不是股票本身而是那位大V,如果你对大V很了...
Marked and follow $Galmed Pharmaceuticals(GLMD)$