当回贩子吧！

hotday

今早／ES prior settle 1893？ what does it mean？1880 option 13个点；肥手指摁错？

bigbadwolf

Month         Open         High                  Low                 Last                  Change         Settle         Estimated Volume         Prior Day Open Interes
MAR 14         1873.00         1882.00         1870.75         1881.75         UNCH         1893.30


俺只看到1881.75Halted.
这个要问一下UMM.

kkkk

hotday

bigbadwolf 发表于 2014-3-22 01:11 AM
Month         Open         High                  Low                 Last                  Change         Settle         Estimated Volume         Prior Day  ...

介个。。。今早有short squeeze？

有short 一些／es在 ～1873，还有些1880 calls做保护，结果暴涨，一高兴就把es 平了，结果就暴跌了。好多钱木攥到。

bigbadwolf

1880         Call         .65         2.00         .30         1.15A         UNCH         13.30         1,663         16,099
1885         Call         .20         .40         .05         .05         UNCH         8.30         708         15,789
1890         Call         .05         .10         .05         .05         UNCH         3.30         143         18,525

bigbadwolf

看来是对的。有人被挤了。

http://www.cmegroup.com/trading/ ... radeDate=03/21/2014

hotday

可能数据出错，钱会收回去。

hotday

1890 call 买100个，250 块，变3.3*50*100 ＝15500， 牛叉哦。。。

bigbadwolf

hotday 发表于 2014-3-22 12:24 AM
1890 call 买100个，250 块，变3.3*50*100 ＝15500， 牛叉哦。。。

谁？ 1688有人赌了1880C。也许赚了。

俺今天才搞清楚这个季度 Settle是在开盘。是American Style Settlement.

bigbadwolf

hotday 发表于 2014-3-22 12:22 AM
可能数据出错，钱会收回去。

Calculating the Settlement Price

These indexes also have a final or closing price. But that price is NOT a real-world price determined at any specific time. Instead, the opening price of each component of the index is determined
on the morning of the 3rd Friday of the expiration month. These options do not trade on Friday. The last time they trade is the previous day (Thursday afternoon). Once all stocks in the index have opened for trading on Friday morning, the settlement price is calculated – as if all stocks in the index were trading at that opening price at the same time. Because all stocks in the index never trade at their opening prices at the same time, the settlement price is not a real price. The official price is not published until hours after the opening (in some cases, not until the end of the day).

Many times the official settlement price is higher than the day’s official high or lower than the day’s official low, resulting in confusion for traders who do not understand the process. This occurs because the index price is not a real world price. Suppose the market is bullish at the opening. Often, those buyers push stocks to the highest price of the day. When stocks open at different times, some stocks will have already begun to trade at lower prices, and the ‘current’ index price reflects those lower prices. But remember, the settlement price counts only those opening ‘high’ prices. Thus, the settlement price can easily exceed the highest price seen for the index during the day.

hotday

1663 个1880 contract，本钱 1663*50*0.65 ＝ 54047， 变成1 米了。。。

bigbadwolf

hotday 发表于 2014-3-22 12:32 AM
1663 个1880 contract，本钱 1663*50*0.65 ＝ 54047， 变成1 米了。。。

谁会买1885c啊，我闲75c太贵，买的80c。昨天问你你又从来不回答我。重色轻友，NQS。
dave_liu wrote:

二哥今天赌SETTLEMENT发了啊。

我空的OPTION就小赚。盘前没想到会SETTLE得那么离谱。不然1885C在0.1随笔买，至少80倍。

neverlate wrote:
really？！哈哈哈！
Peter1688 wrote:
$SET=1893 Can't believe it!

hotday

bigbadwolf 发表于 2014-3-22 01:38 AM
谁会买1885c啊，我闲75c太贵，买的80c。昨天问你你又从来不回答我。重色轻友，NQS。
dave_liu wrote:

...

呵呵，今天学到新东东，是睡觉也钻钱得东东。