可以写点 IWM and SPY 的put

binbinbin

怕再跌,又怕没抄道低,  应该可以写点 put.

IWM  41.00 的 put 是 1.04
SPY  68.00 的 put 也是 1.01.

如果S&P再跌250点,  也没关系, 买到 SPY, 如果没有,就可以拿到 $100 一个合约.

这不好吗?

biorjin

margin call might be triggered first though

 

原帖由 binbinbin 于 2008-10-19 23:44 发表 怕再跌,又怕没抄道低,  应该可以写点 put.IWM  41.00 的 put 是 1.04SPY  68.00 的 put 也是 1.01.如果S&P再跌250点,  也没关系, 买到 SPY, 如果没有,就可以拿到 $100 一个合约.这不好吗?

lisa

原帖由 biorjin 于 2008-10-20 00:12 发表 margin call might be triggered first though

why?
listening to "Breakaway" now.

biorjin

He is proposing naked short SPY PUT for which you have to use margin.

 

If it is a small position, it is fine. If big position taken and market dropped big, he might get a margin call.

 

原帖由 lisa 于 2008-10-20 00:14 发表 why? listening to "Breakaway" now. :" />

biorjin

I love it.

 

She is the winner of AI02

 

原帖由 lisa 于 2008-10-20 00:14 发表 why? listening to "Breakaway" now. :" />

lisa

原帖由 biorjin 于 2008-10-20 00:19 发表 He is proposing naked short SPY PUT for which you have to use margin.   If it is a small position, it is fine. If big position taken and market dropped big, he might get a margin call. &n ...

I see. Thanks. :)

lisa

原帖由 biorjin 于 2008-10-20 00:21 发表 I love it. She is the winner of AI02 :" />

她的嗓子很有特色。长得也很 cute.  :(13):

xiaobailong

原帖由 biorjin 于 2008-10-20 00:19 发表 He is proposing naked short SPY PUT for which you have to use margin.   If it is a small position, it is fine. If big position taken and market dropped big, he might get a margin call. &n ...

如果他帐户里的钱够买下全部的被执行的股票，那还是可以的吧?

jilier

原帖由 binbinbin 于 2008-10-19 23:44 发表 怕再跌,又怕没抄道低,  应该可以写点 put.IWM  41.00 的 put 是 1.04SPY  68.00 的 put 也是 1.01.如果S&P再跌250点,  也没关系, 买到 SPY, 如果没有,就可以拿到 $100 一个合约.这不好吗?

 

Don't think it is a good strategy at this time. You don't know where will be the bottom. If the market has a hugh down turn like we just experience last two weeks, the IV will be so high and you naked short put will have a hugh loss which could be unlimited theoretically. 

jilier

原帖由 xiaobailong 于 2008-10-20 08:08 发表 如果他帐户里的钱够买下全部的被执行的股票，那还是可以的吧?

 

Yes, if he has all the cash and short IWM and SPY put.

binbinbin

写这些put,当然要有足够得钱，不然， 这是很危险了。   也只有现在这么高 IV，才有这么好得价格。